+169.7%
EXE vs TW
+52.8%
+116.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | -3.1% | -4.5% | +1.3% | -2.1% |
| 30D | -0.9% | -2.3% | +1.3% | -0.4% |
| 3M | +9.6% | +2.6% | +7.0% | +8.4% |
| 6M | -11.6% | -17.5% | +5.9% | -7.9% |
| YTD | -12.6% | -5.3% | -7.2% | -12.4% |
| 1Y | +1.2% | -14.8% | +15.9% | +4.2% |
| 3Y | +18.0% | +18.8% | -0.8% | +13.1% |
| 5Y | +101.1% | +20.7% | +80.4% | +85.9% |
| All | +169.7% | +52.8% | +116.9% | +155.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling