-0.1%
ALLY vs TW
+19.9%
-19.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.8% | +1.6% |
| 7D | -2.8% | +2.8% | -5.6% | -2.6% |
| 30D | +1.9% | +18.1% | -16.2% | +2.8% |
| 3M | -12.1% | +25.2% | -37.4% | -11.0% |
| 6M | -9.0% | +19.1% | -28.1% | -7.6% |
| YTD | -12.9% | +21.9% | -34.8% | -11.0% |
| 1Y | -0.1% | +18.9% | -19.0% | +1.9% |
| All | -0.1% | +19.9% | -19.9% | +1.9% |
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