+316.4%
ALM vs TW
-15.9%
+332.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.2% |
| 7D | -2.6% | -2.3% | -0.3% | -3.4% |
| 30D | +32.0% | +3.9% | +28.1% | +33.9% |
| 3M | -15.0% | +5.7% | -20.7% | -13.0% |
| 6M | -10.1% | -14.5% | +4.4% | -8.5% |
| YTD | +99.4% | -0.9% | +100.3% | +106.2% |
| 1Y | +316.4% | -13.5% | +329.9% | +372.4% |
| All | +316.4% | -15.9% | +332.2% | +372.4% |
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