+35.1%
XLB vs TW
+20.0%
+15.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -2.9% | -0.5% | -2.4% | -2.9% |
| 30D | -3.4% | -0.6% | -2.8% | -3.3% |
| 3M | +1.6% | +3.4% | -1.8% | +0.5% |
| 6M | +3.6% | -18.4% | +22.1% | +7.8% |
| YTD | +14.2% | -3.9% | +18.2% | +13.9% |
| 1Y | +15.6% | -13.3% | +28.9% | +18.2% |
| 3Y | +33.1% | +20.8% | +12.3% | +20.2% |
| 5Y | +35.1% | +20.3% | +14.8% | +18.7% |
| All | +35.1% | +20.0% | +15.0% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling