+187.7%
EXEL vs TW
+19.6%
+168.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.5% |
| 7D | -2.9% | -2.7% | -0.2% | -2.5% |
| 30D | +11.9% | -1.7% | +13.6% | +12.1% |
| 3M | +9.2% | +1.6% | +7.6% | +8.5% |
| 6M | +39.1% | -17.7% | +56.8% | +43.0% |
| YTD | +31.0% | -4.3% | +35.4% | +30.7% |
| 1Y | +52.3% | -13.1% | +65.4% | +54.8% |
| 3Y | +159.7% | +20.3% | +139.5% | +141.6% |
| 5Y | +187.7% | +22.0% | +165.8% | +160.6% |
| All | +187.7% | +19.6% | +168.1% | +160.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling