+84.7%
ALLY vs TW
+211.4%
-126.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.0% | -0.3% | -2.4% |
| 7D | +1.0% | -3.5% | +4.5% | +2.1% |
| 30D | -3.3% | +0.5% | -3.8% | -3.5% |
| 3M | +0.5% | +4.9% | -4.5% | -1.8% |
| 6M | +12.6% | -17.1% | +29.7% | +18.2% |
| YTD | -4.7% | -3.9% | -0.8% | -5.2% |
| 1Y | +5.2% | -13.3% | +18.5% | +8.2% |
| 3Y | +66.5% | +20.9% | +45.6% | +45.2% |
| 5Y | +0.2% | +20.5% | -20.3% | -15.5% |
| All | +84.7% | +211.4% | -126.7% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling