+109.8%
XLB vs TW
+221.1%
-111.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.5% |
| 7D | -1.4% | -2.3% | +0.9% | -0.8% |
| 30D | -0.4% | +3.9% | -4.3% | -1.4% |
| 3M | +2.0% | +5.7% | -3.7% | 0.0% |
| 6M | +1.8% | -14.5% | +16.4% | +5.3% |
| YTD | +16.6% | -0.9% | +17.4% | +15.3% |
| 1Y | +16.9% | -13.5% | +30.4% | +20.0% |
| 3Y | +32.6% | +25.0% | +7.6% | +19.1% |
| 5Y | +35.6% | +22.7% | +13.0% | +19.7% |
| All | +109.8% | +221.1% | -111.3% | +44.5% |
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