+449.6%
ALM vs TW
+298.0%
+151.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.8% | -7.3% | -6.6% |
| 7D | -4.0% | +3.2% | -7.2% | -4.6% |
| 30D | -30.5% | +19.7% | -50.2% | -32.8% |
| 3M | -46.9% | +26.8% | -73.7% | -49.3% |
| 6M | -65.5% | +20.9% | -86.4% | -67.1% |
| YTD | -13.4% | +22.9% | -36.3% | -18.3% |
| 1Y | +9.8% | +20.4% | -10.6% | +4.0% |
| 3Y | +783.1% | +42.9% | +740.2% | +714.2% |
| 5Y | +378.3% | +40.2% | +338.1% | +332.5% |
| All | +449.6% | +298.0% | +151.6% | +302.5% |
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 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