+52.3%
EXEL vs TW
-14.0%
+66.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.6% |
| 7D | -2.9% | -2.7% | -0.2% | -3.1% |
| 30D | +11.9% | -1.7% | +13.6% | +11.7% |
| 3M | +9.2% | +1.6% | +7.6% | +9.3% |
| 6M | +39.1% | -17.7% | +56.8% | +37.9% |
| YTD | +31.0% | -4.3% | +35.4% | +30.7% |
| 1Y | +52.3% | -13.1% | +65.4% | +51.3% |
| All | +52.3% | -14.0% | +66.3% | +51.3% |
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