+429.5%
XLK vs TW
+206.7%
+222.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | +0.2% | -4.5% | +4.7% | +1.6% |
| 30D | -0.6% | -2.3% | +1.6% | 0.0% |
| 3M | +2.6% | +2.6% | 0.0% | +0.6% |
| 6M | +34.0% | -17.5% | +51.5% | +40.9% |
| YTD | +30.7% | -5.3% | +36.0% | +30.1% |
| 1Y | +39.2% | -14.8% | +54.0% | +43.6% |
| 3Y | +120.4% | +18.8% | +101.6% | +94.8% |
| 5Y | +148.8% | +20.7% | +128.1% | +113.0% |
| All | +429.5% | +206.7% | +222.8% | +246.9% |
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