+68.9%
ALLY vs TW
+301.3%
-232.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +0.4% | +3.9% | -3.6% | -0.8% |
| 30D | +5.2% | +19.9% | -14.7% | -0.4% |
| 3M | -13.3% | +25.9% | -39.3% | -19.3% |
| 6M | -6.7% | +21.1% | -27.8% | -12.7% |
| YTD | -12.8% | +23.9% | -36.7% | -19.8% |
| 1Y | +0.7% | +21.2% | -20.6% | -6.8% |
| 3Y | +65.2% | +44.8% | +20.4% | +37.6% |
| 5Y | -10.1% | +41.4% | -51.5% | -27.4% |
| All | +68.9% | +301.3% | -232.4% | -8.3% |
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