+166.8%
XLE vs TW
+221.1%
-54.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | +2.2% | -2.3% | +4.5% | +2.8% |
| 30D | +11.8% | +3.9% | +7.9% | +10.6% |
| 3M | +9.8% | +5.7% | +4.1% | +7.6% |
| 6M | +15.6% | -14.5% | +30.1% | +19.8% |
| YTD | +45.3% | -0.9% | +46.1% | +43.9% |
| 1Y | +48.3% | -13.5% | +61.8% | +52.6% |
| 3Y | +55.4% | +25.0% | +30.5% | +40.5% |
| 5Y | +216.1% | +22.7% | +193.4% | +180.5% |
| All | +166.8% | +221.1% | -54.3% | +61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling