+172.0%
XLE vs TW
+211.2%
-39.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | +8.5% | -0.6% | +9.1% | +8.6% |
| 3M | +14.6% | +3.4% | +11.2% | +12.9% |
| 6M | +17.6% | -18.4% | +36.0% | +23.3% |
| YTD | +48.1% | -3.9% | +52.0% | +47.9% |
| 1Y | +53.8% | -13.3% | +67.1% | +57.9% |
| 3Y | +56.2% | +20.8% | +35.4% | +42.4% |
| 5Y | +227.7% | +20.3% | +207.4% | +191.9% |
| All | +172.0% | +211.2% | -39.3% | +66.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling