+1,040.6%
ALM vs TW
+22.4%
+1,018.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.0% | +11.8% | +9.4% |
| 7D | +8.4% | -3.5% | +11.9% | +9.0% |
| 30D | +34.8% | +0.5% | +34.3% | +34.5% |
| 3M | +16.2% | +4.9% | +11.3% | +13.7% |
| 6M | +2.1% | -17.1% | +19.2% | +6.2% |
| YTD | +117.0% | -3.9% | +120.9% | +114.2% |
| 1Y | +313.9% | -13.3% | +327.1% | +322.7% |
| 3Y | +2,327.9% | +20.9% | +2,307.0% | +2,200.1% |
| 5Y | +1,040.6% | +20.5% | +1,020.1% | +862.9% |
| All | +1,040.6% | +22.4% | +1,018.2% | +862.9% |
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 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