+146.9%
XLF vs TW
+206.7%
-59.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -1.5% | -4.5% | +3.0% | -0.2% |
| 30D | -1.2% | -2.3% | +1.1% | -0.6% |
| 3M | +9.2% | +2.6% | +6.6% | +7.8% |
| 6M | +16.3% | -17.5% | +33.9% | +21.9% |
| YTD | +5.4% | -5.3% | +10.7% | +5.7% |
| 1Y | +7.6% | -14.8% | +22.4% | +11.2% |
| 3Y | +74.2% | +18.8% | +55.4% | +59.6% |
| 5Y | +66.1% | +20.7% | +45.4% | +47.9% |
| All | +146.9% | +206.7% | -59.8% | +67.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling