+51.8%
XOP vs TW
-14.0%
+65.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +1.6% | -2.7% | +4.4% | +1.8% |
| 30D | +9.6% | -1.7% | +11.3% | +9.7% |
| 3M | +16.9% | +1.6% | +15.3% | +16.6% |
| 6M | +24.0% | -17.7% | +41.7% | +26.7% |
| YTD | +56.2% | -4.3% | +60.5% | +58.8% |
| 1Y | +51.8% | -13.1% | +64.9% | +53.3% |
| All | +51.8% | -14.0% | +65.8% | +53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling