+147.2%
XLF vs TW
+211.4%
-64.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.5% |
| 7D | +0.2% | -3.5% | +3.7% | +1.1% |
| 30D | -0.5% | +0.5% | -1.0% | -0.7% |
| 3M | +10.6% | +4.9% | +5.7% | +8.5% |
| 6M | +14.3% | -17.1% | +31.4% | +19.6% |
| YTD | +5.5% | -3.9% | +9.4% | +5.4% |
| 1Y | +9.6% | -13.3% | +22.8% | +12.6% |
| 3Y | +75.2% | +20.9% | +54.3% | +59.8% |
| 5Y | +65.5% | +20.5% | +45.0% | +47.5% |
| All | +147.2% | +211.4% | -64.3% | +67.1% |
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