+103.1%
XLB vs TW
+209.8%
-106.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.1% |
| 7D | -3.5% | -2.7% | -0.8% | -2.9% |
| 30D | -4.7% | -1.7% | -2.9% | -4.3% |
| 3M | +2.7% | +1.6% | +1.1% | +1.8% |
| 6M | +2.6% | -17.7% | +20.3% | +7.0% |
| YTD | +12.8% | -4.3% | +17.2% | +12.6% |
| 1Y | +14.0% | -13.1% | +27.1% | +16.6% |
| 3Y | +31.5% | +20.3% | +11.2% | +19.3% |
| 5Y | +33.4% | +22.0% | +11.5% | +17.7% |
| All | +103.1% | +209.8% | -106.7% | +41.1% |
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