+165.3%
EXEL vs TW
+20.8%
+144.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | +10.1% | -0.6% | +10.7% | +10.1% |
| 3M | +10.1% | +3.4% | +6.7% | +9.6% |
| 6M | +37.7% | -18.4% | +56.1% | +39.6% |
| YTD | +33.1% | -3.9% | +37.0% | +32.8% |
| 1Y | +52.4% | -13.3% | +65.7% | +54.0% |
| All | +165.3% | +20.8% | +144.4% | +172.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling