+74.9%
XBI vs TW
+211.2%
-136.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -3.6% | -0.5% | -3.1% | -3.5% |
| 30D | +0.9% | -0.6% | +1.5% | +0.8% |
| 3M | +21.4% | +3.4% | +18.0% | +18.7% |
| 6M | +25.5% | -18.4% | +44.0% | +32.7% |
| YTD | +30.8% | -3.9% | +34.8% | +29.4% |
| 1Y | +68.6% | -13.3% | +81.9% | +73.0% |
| 3Y | +103.9% | +20.8% | +83.1% | +76.2% |
| 5Y | +20.8% | +20.3% | +0.5% | +1.8% |
| All | +74.9% | +211.2% | -136.3% | +6.2% |
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