+30.5%
XLB vs TW
+40.2%
-9.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.4% |
| 7D | +0.5% | +3.1% | -2.6% | -0.1% |
| 30D | +6.9% | +16.7% | -9.8% | +3.8% |
| 3M | -0.2% | +25.2% | -25.3% | -4.5% |
| 6M | +3.3% | +19.5% | -16.2% | -0.6% |
| YTD | +18.0% | +21.0% | -3.0% | +12.5% |
| 1Y | +24.2% | +19.0% | +5.3% | +18.9% |
| 3Y | +44.7% | +40.7% | +4.0% | +28.5% |
| All | +30.5% | +40.2% | -9.7% | +10.6% |
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