+110.4%
XLB vs TW
+298.0%
-187.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | 0.0% | +3.2% | -3.2% | -0.7% |
| 30D | +5.3% | +19.7% | -14.4% | +0.7% |
| 3M | 0.0% | +26.8% | -26.8% | -5.9% |
| 6M | +1.2% | +20.9% | -19.6% | -4.1% |
| YTD | +16.9% | +22.9% | -6.0% | +9.5% |
| 1Y | +20.9% | +20.4% | +0.5% | +13.9% |
| 3Y | +43.3% | +42.9% | +0.4% | +25.3% |
| 5Y | +28.3% | +40.2% | -11.9% | +10.0% |
| All | +110.4% | +298.0% | -187.6% | +37.2% |
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 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