+43.0%
XLC vs TW
+41.3%
+1.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.6% |
| 7D | +3.5% | +2.8% | +0.6% | +2.7% |
| 30D | -2.6% | +18.1% | -20.6% | -6.7% |
| 3M | -2.1% | +25.2% | -27.3% | -7.8% |
| 6M | -5.5% | +19.1% | -24.6% | -10.1% |
| YTD | -6.9% | +21.9% | -28.8% | -12.6% |
| 1Y | -3.7% | +18.9% | -22.7% | -9.0% |
| 3Y | +64.2% | +41.7% | +22.4% | +41.7% |
| 5Y | +43.0% | +40.4% | +2.6% | +18.8% |
| All | +43.0% | +41.3% | +1.8% | +18.8% |
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