+92.0%
EXEL vs TW
+20.8%
+71.2%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.6% |
| 7D | +9.8% | +6.0% | +3.8% | +9.9% |
| 30D | +23.6% | +18.6% | +5.1% | +24.6% |
| 3M | +29.9% | +26.5% | +3.4% | +31.4% |
| 6M | +64.7% | +13.1% | +51.6% | +66.2% |
| YTD | +66.0% | +18.5% | +47.4% | +67.0% |
| 1Y | +92.0% | +21.7% | +70.2% | +90.5% |
| All | +92.0% | +20.8% | +71.2% | +90.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling