+53.8%
XLE vs TW
-13.2%
+67.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +0.3% | -0.5% | +0.8% | +0.3% |
| 30D | +8.5% | -0.6% | +9.1% | +8.5% |
| 3M | +14.6% | +3.4% | +11.2% | +14.2% |
| 6M | +17.6% | -18.4% | +36.0% | +20.1% |
| YTD | +48.1% | -3.9% | +52.0% | +50.0% |
| 1Y | +53.8% | -13.3% | +67.1% | +55.9% |
| All | +53.8% | -13.2% | +67.0% | +55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling