+44.0%
XLP vs TW
+41.2%
+2.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +2.5% | +3.9% | -1.4% | +2.0% |
| 30D | +7.3% | +19.9% | -12.6% | +4.6% |
| 3M | +8.1% | +25.9% | -17.9% | +4.6% |
| 6M | +10.5% | +21.1% | -10.7% | +7.4% |
| YTD | +21.2% | +23.9% | -2.7% | +16.9% |
| 1Y | +22.7% | +21.2% | +1.5% | +18.8% |
| 3Y | +44.8% | +44.8% | 0.0% | +35.2% |
| All | +44.0% | +41.2% | +2.8% | +29.9% |
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 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