+225.7%
XLE vs TW
+22.4%
+203.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.5% |
| 7D | 0.0% | -3.5% | +3.5% | +0.5% |
| 30D | +12.6% | +0.5% | +12.1% | +12.5% |
| 3M | +11.8% | +4.9% | +6.9% | +10.7% |
| 6M | +16.1% | -17.1% | +33.2% | +19.1% |
| YTD | +46.9% | -3.9% | +50.7% | +47.0% |
| 1Y | +53.3% | -13.3% | +66.5% | +55.9% |
| 3Y | +54.9% | +20.9% | +34.0% | +49.8% |
| 5Y | +225.7% | +20.5% | +205.2% | +195.8% |
| All | +225.7% | +22.4% | +203.3% | +195.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling