+160.6%
XLE vs TW
+291.9%
-131.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.2% |
| 7D | -6.7% | +3.1% | -9.8% | -7.4% |
| 30D | -4.4% | +16.7% | -21.1% | -8.2% |
| 3M | +4.0% | +25.2% | -21.2% | -2.1% |
| 6M | +13.2% | +19.5% | -6.3% | +7.3% |
| YTD | +41.9% | +21.0% | +20.9% | +33.3% |
| 1Y | +41.6% | +19.0% | +22.7% | +33.7% |
| 3Y | +64.0% | +40.7% | +23.3% | +44.4% |
| 5Y | +158.1% | +40.1% | +118.0% | +123.2% |
| All | +160.6% | +291.9% | -131.3% | +49.8% |
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 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