+62.9%
EXEL vs TW
+21.1%
+41.9%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.2% |
| 7D | -0.8% | +3.9% | -4.7% | -0.7% |
| 30D | +13.1% | +19.9% | -6.8% | +14.0% |
| 3M | +36.3% | +25.9% | +10.4% | +37.8% |
| 6M | +34.5% | +21.1% | +13.4% | +35.9% |
| YTD | +57.4% | +23.9% | +33.5% | +58.4% |
| 1Y | +62.9% | +21.2% | +41.7% | +66.5% |
| All | +62.9% | +21.1% | +41.9% | +66.5% |
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