+70.0%
XEL vs TW
+206.7%
-136.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -0.3% | -4.5% | +4.2% | +0.4% |
| 30D | -3.9% | -2.3% | -1.7% | -3.6% |
| 3M | -2.8% | +2.6% | -5.4% | -3.6% |
| 6M | -5.4% | -17.5% | +12.2% | -2.7% |
| YTD | +3.8% | -5.3% | +9.1% | +3.8% |
| 1Y | +6.8% | -14.8% | +21.6% | +8.9% |
| 3Y | +45.6% | +18.8% | +26.7% | +37.6% |
| 5Y | +30.7% | +20.7% | +10.0% | +20.5% |
| All | +70.0% | +206.7% | -136.7% | +31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling