+91.0%
ALLY vs TW
+221.1%
-130.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +3.7% | -2.3% | +6.0% | +4.4% |
| 30D | -2.3% | +3.9% | -6.2% | -3.5% |
| 3M | +3.8% | +5.7% | -1.9% | +1.3% |
| 6M | +9.7% | -14.5% | +24.2% | +14.1% |
| YTD | -1.4% | -0.9% | -0.5% | -2.9% |
| 1Y | +8.2% | -13.5% | +21.7% | +11.6% |
| 3Y | +66.5% | +25.0% | +41.5% | +43.7% |
| 5Y | +1.2% | +22.7% | -21.5% | -15.1% |
| All | +91.0% | +221.1% | -130.1% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling