+178.5%
EXE vs TW
+60.0%
+118.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -0.3% | -2.3% | +2.1% | +0.3% |
| 30D | +8.5% | +3.9% | +4.5% | +7.4% |
| 3M | +5.5% | +5.7% | -0.2% | +3.6% |
| 6M | -5.9% | -14.5% | +8.6% | -2.8% |
| YTD | -9.7% | -0.9% | -8.9% | -10.5% |
| 1Y | +3.6% | -13.5% | +17.1% | +6.3% |
| 3Y | +18.0% | +25.0% | -6.9% | +11.8% |
| 5Y | +109.4% | +22.7% | +86.7% | +92.2% |
| All | +178.5% | +60.0% | +118.5% | +160.4% |
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 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