+142.9%
XLC vs TW
+301.3%
-158.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.8% |
| 7D | +3.7% | +3.9% | -0.2% | +2.6% |
| 30D | -1.9% | +19.9% | -21.9% | -6.8% |
| 3M | -3.1% | +25.9% | -29.1% | -9.4% |
| 6M | -6.4% | +21.1% | -27.5% | -11.9% |
| YTD | -6.8% | +23.9% | -30.7% | -13.4% |
| 1Y | -1.7% | +21.2% | -22.9% | -8.1% |
| 3Y | +64.7% | +44.8% | +19.9% | +42.2% |
| 5Y | +41.1% | +41.4% | -0.3% | +19.5% |
| All | +142.9% | +301.3% | -158.5% | +58.3% |
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