+155.2%
XLI vs TW
+211.4%
-56.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.2% |
| 7D | +1.0% | -3.5% | +4.5% | +1.8% |
| 30D | -5.8% | +0.5% | -6.3% | -6.0% |
| 3M | +0.7% | +4.9% | -4.2% | -1.1% |
| 6M | +3.2% | -17.1% | +20.3% | +7.3% |
| YTD | +13.0% | -3.9% | +16.9% | +12.6% |
| 1Y | +16.8% | -13.3% | +30.0% | +19.4% |
| 3Y | +72.4% | +20.9% | +51.5% | +57.6% |
| 5Y | +82.8% | +20.5% | +62.3% | +63.8% |
| All | +155.2% | +211.4% | -56.2% | +78.3% |
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