+190.0%
EXEL vs TW
+298.0%
-108.0%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | +1.6% | +3.2% | -1.6% | +0.8% |
| 30D | +17.4% | +19.7% | -2.3% | +12.3% |
| 3M | +38.6% | +26.8% | +11.8% | +30.4% |
| 6M | +41.2% | +20.9% | +20.3% | +33.7% |
| YTD | +59.3% | +22.9% | +36.5% | +49.0% |
| 1Y | +60.2% | +20.4% | +39.9% | +50.7% |
| 3Y | +232.6% | +42.9% | +189.7% | +188.8% |
| 5Y | +285.9% | +40.2% | +245.6% | +229.8% |
| All | +190.0% | +298.0% | -108.0% | +84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling