+68.5%
XLI vs TW
+20.3%
+48.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.7% |
| 7D | -2.3% | -2.7% | +0.4% | -2.0% |
| 30D | -8.2% | -1.7% | -6.4% | -8.0% |
| 3M | +0.8% | +1.6% | -0.8% | +0.3% |
| 6M | +0.8% | -17.7% | +18.5% | +3.6% |
| YTD | +10.5% | -4.3% | +14.9% | +10.4% |
| 1Y | +14.1% | -13.1% | +27.2% | +16.1% |
| All | +68.5% | +20.3% | +48.3% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling