+148.7%
XLK vs TW
+19.5%
+129.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | +0.2% | -4.5% | +4.7% | +1.4% |
| 30D | -0.6% | -2.3% | +1.6% | -0.1% |
| 3M | +2.6% | +2.6% | 0.0% | +0.8% |
| 6M | +34.0% | -17.5% | +51.5% | +40.7% |
| YTD | +30.7% | -5.3% | +36.0% | +30.2% |
| 1Y | +39.2% | -14.8% | +54.0% | +43.8% |
| 3Y | +120.4% | +18.8% | +101.6% | +90.7% |
| All | +148.7% | +19.5% | +129.2% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling