+172.1%
XLE vs TW
+301.3%
-129.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.1% | +0.8% |
| 7D | +5.4% | +3.9% | +1.5% | +4.4% |
| 30D | -3.9% | +19.9% | -23.9% | -8.4% |
| 3M | +7.0% | +25.9% | -18.9% | +0.6% |
| 6M | +14.2% | +21.1% | -6.9% | +8.0% |
| YTD | +48.2% | +23.9% | +24.3% | +38.4% |
| 1Y | +47.7% | +21.2% | +26.4% | +38.8% |
| 3Y | +70.0% | +44.8% | +25.2% | +48.6% |
| 5Y | +169.1% | +41.4% | +127.7% | +132.8% |
| All | +172.1% | +301.3% | -129.2% | +55.5% |
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