-1.7%
XLC vs TW
+21.1%
-22.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +1.0% |
| 7D | +3.7% | +3.9% | -0.2% | +3.4% |
| 30D | -1.9% | +19.9% | -21.9% | -3.6% |
| 3M | -3.1% | +25.9% | -29.1% | -5.2% |
| 6M | -6.4% | +21.1% | -27.5% | -8.1% |
| YTD | -6.8% | +23.9% | -30.7% | -8.2% |
| 1Y | -1.7% | +21.2% | -22.9% | -2.6% |
| All | -1.7% | +21.1% | -22.8% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling