+255.6%
XOM vs TW
+20.7%
+234.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +1.9% | -2.7% | +4.6% | +2.2% |
| 30D | +4.1% | -1.7% | +5.8% | +4.2% |
| 3M | +10.4% | +1.6% | +8.8% | +10.0% |
| 6M | +13.0% | -17.7% | +30.7% | +15.2% |
| YTD | +40.1% | -4.3% | +44.4% | +40.3% |
| 1Y | +51.1% | -13.1% | +64.2% | +53.0% |
| 3Y | +57.7% | +20.3% | +37.4% | +54.0% |
| All | +255.6% | +20.7% | +234.9% | +215.0% |
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