+42.0%
XLP vs TW
+37.3%
+4.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +0.7% | +4.2% | -3.5% | +0.2% |
| 30D | +10.3% | +18.9% | -8.7% | +7.6% |
| 3M | +6.5% | +23.8% | -17.3% | +3.4% |
| 6M | +8.4% | +17.0% | -8.7% | +5.8% |
| YTD | +18.2% | +19.2% | -1.0% | +14.6% |
| 1Y | +22.4% | +20.1% | +2.3% | +18.6% |
| 3Y | +41.9% | +40.5% | +1.4% | +33.0% |
| All | +42.0% | +37.3% | +4.7% | +28.6% |
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