+1.7%
XEL vs TW
+20.8%
-19.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.2% |
| 7D | +4.3% | +6.0% | -1.7% | +4.4% |
| 30D | +12.6% | +18.6% | -6.0% | +13.1% |
| 3M | +4.4% | +26.5% | -22.2% | +5.1% |
| 6M | +0.7% | +13.1% | -12.4% | +1.4% |
| YTD | +11.5% | +18.5% | -7.0% | +12.3% |
| 1Y | +1.7% | +21.7% | -20.0% | +1.6% |
| All | +1.7% | +20.8% | -19.0% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling