-8.2%
ALLY vs TW
+37.3%
-45.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +0.9% | +4.2% | -3.3% | -0.1% |
| 30D | +3.1% | +18.9% | -15.8% | -1.2% |
| 3M | -12.6% | +23.8% | -36.4% | -17.1% |
| 6M | -12.4% | +17.0% | -29.5% | -16.2% |
| YTD | -13.2% | +19.2% | -32.4% | -18.0% |
| 1Y | +1.8% | +20.1% | -18.3% | -4.2% |
| 3Y | +58.0% | +40.5% | +17.5% | +31.8% |
| All | -8.2% | +37.3% | -45.5% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling