+54.9%
XLE vs TW
+21.9%
+33.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.5% |
| 7D | 0.0% | -3.5% | +3.5% | +0.4% |
| 30D | +12.6% | +0.5% | +12.1% | +12.5% |
| 3M | +11.8% | +4.9% | +6.9% | +10.8% |
| 6M | +16.1% | -17.1% | +33.2% | +18.9% |
| YTD | +46.9% | -3.9% | +50.7% | +47.2% |
| 1Y | +53.3% | -13.3% | +66.5% | +56.0% |
| 3Y | +54.9% | +20.9% | +34.0% | +64.7% |
| All | +54.9% | +21.9% | +33.0% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling