+410.8%
ALM vs TW
+41.3%
+369.5%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -7.2% | +2.8% | -10.0% | -7.6% |
| 30D | -26.4% | +18.1% | -44.4% | -28.4% |
| 3M | -38.6% | +25.2% | -63.8% | -41.1% |
| 6M | -61.0% | +19.1% | -80.1% | -62.4% |
| YTD | -7.4% | +21.9% | -29.3% | -12.3% |
| 1Y | +14.0% | +18.9% | -5.0% | +8.6% |
| 3Y | +844.4% | +41.7% | +802.7% | +779.1% |
| 5Y | +410.8% | +40.4% | +370.4% | +316.5% |
| All | +410.8% | +41.3% | +369.5% | +316.5% |
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 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