+105.0%
XLV vs TW
+206.7%
-101.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -3.6% | -4.5% | +0.9% | -2.6% |
| 30D | -1.8% | -2.3% | +0.4% | -1.4% |
| 3M | +7.8% | +2.6% | +5.2% | +6.7% |
| 6M | +9.1% | -17.5% | +26.7% | +13.2% |
| YTD | +7.7% | -5.3% | +13.0% | +7.9% |
| 1Y | +20.4% | -14.8% | +35.2% | +23.5% |
| 3Y | +30.8% | +18.8% | +11.9% | +21.4% |
| 5Y | +34.6% | +20.7% | +13.9% | +22.3% |
| All | +105.0% | +206.7% | -101.7% | +47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling