+64.6%
XLC vs TW
+41.7%
+22.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.7% |
| 7D | +3.5% | +2.8% | +0.6% | +3.0% |
| 30D | -2.6% | +18.1% | -20.6% | -5.1% |
| 3M | -2.1% | +25.2% | -27.3% | -5.6% |
| 6M | -5.5% | +19.1% | -24.6% | -8.2% |
| YTD | -6.9% | +21.9% | -28.8% | -10.3% |
| 1Y | -3.7% | +18.9% | -22.7% | -6.8% |
| All | +64.6% | +41.7% | +22.8% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling