+73.2%
XEL vs TW
+211.4%
-138.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +2.0% |
| 7D | +1.3% | -3.5% | +4.8% | +1.9% |
| 30D | -1.5% | +0.5% | -2.0% | -1.7% |
| 3M | -0.2% | +4.9% | -5.1% | -1.4% |
| 6M | -5.4% | -17.1% | +11.7% | -2.8% |
| YTD | +5.6% | -3.9% | +9.5% | +5.5% |
| 1Y | +10.5% | -13.3% | +23.7% | +12.3% |
| 3Y | +49.2% | +20.9% | +28.3% | +40.6% |
| 5Y | +30.1% | +20.5% | +9.6% | +20.2% |
| All | +73.2% | +211.4% | -138.3% | +33.7% |
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 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