-2.8%
ALLY vs TW
+19.3%
-22.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | -2.1% | +3.2% | -5.3% | -2.0% |
| 30D | +2.0% | +19.7% | -17.7% | +2.9% |
| 3M | -13.3% | +26.8% | -40.2% | -12.2% |
| 6M | -9.9% | +20.9% | -30.7% | -8.4% |
| YTD | -13.5% | +22.9% | -36.4% | -11.6% |
| 1Y | -2.8% | +20.4% | -23.2% | -0.5% |
| All | -2.8% | +19.3% | -22.1% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling