-34.4%
XE vs TW
-8.5%
-25.9%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.0% | +11.1% | +5.6% |
| 7D | +4.0% | -3.5% | +7.5% | +1.2% |
| 30D | -15.5% | +0.5% | -16.0% | -14.8% |
| 3M | -14.6% | +4.9% | -19.5% | -12.9% |
| All | -34.4% | -8.5% | -25.9% | -46.2% |
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 · Available span rolling