+34.1%
XLP vs TW
+23.1%
+10.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -1.0% | -2.3% | +1.3% | -0.7% |
| 30D | -0.9% | +3.9% | -4.8% | -1.4% |
| 3M | +3.8% | +5.7% | -1.9% | +2.8% |
| 6M | -1.7% | -14.5% | +12.8% | +0.2% |
| YTD | +10.3% | -0.9% | +11.1% | +9.8% |
| 1Y | +7.8% | -13.5% | +21.3% | +9.6% |
| 3Y | +27.2% | +25.0% | +2.2% | +20.8% |
| All | +34.1% | +23.1% | +10.9% | +21.8% |
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