+152.2%
XLI vs TW
+206.7%
-54.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | -1.7% | -4.5% | +2.8% | -0.6% |
| 30D | -7.3% | -2.3% | -5.0% | -6.8% |
| 3M | -1.3% | +2.6% | -3.9% | -2.5% |
| 6M | +2.2% | -17.5% | +19.8% | +6.4% |
| YTD | +11.7% | -5.3% | +17.0% | +11.7% |
| 1Y | +14.3% | -14.8% | +29.0% | +17.3% |
| 3Y | +70.3% | +18.8% | +51.5% | +56.4% |
| 5Y | +82.3% | +20.7% | +61.6% | +63.1% |
| All | +152.2% | +206.7% | -54.5% | +76.9% |
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