+321.3%
XME vs TW
+221.1%
+100.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -0.1% | -2.3% | +2.2% | +0.5% |
| 30D | +6.0% | +3.9% | +2.1% | +4.8% |
| 3M | -7.7% | +5.7% | -13.4% | -9.9% |
| 6M | +1.0% | -14.5% | +15.5% | +4.3% |
| YTD | +14.6% | -0.9% | +15.5% | +12.6% |
| 1Y | +46.0% | -13.5% | +59.5% | +49.4% |
| 3Y | +127.0% | +25.0% | +102.0% | +100.4% |
| 5Y | +175.8% | +22.7% | +153.1% | +137.9% |
| All | +321.3% | +221.1% | +100.2% | +174.6% |
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 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