+83.9%
XOP vs TW
+221.1%
-137.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.1% |
| 7D | +2.6% | -2.3% | +4.9% | +3.3% |
| 30D | +15.4% | +3.9% | +11.5% | +14.0% |
| 3M | +12.1% | +5.7% | +6.4% | +9.2% |
| 6M | +19.7% | -14.5% | +34.2% | +24.9% |
| YTD | +52.4% | -0.9% | +53.3% | +50.6% |
| 1Y | +47.6% | -13.5% | +61.1% | +52.6% |
| 3Y | +34.4% | +25.0% | +9.4% | +18.4% |
| 5Y | +154.4% | +22.7% | +131.7% | +119.8% |
| All | +83.9% | +221.1% | -137.2% | +5.7% |
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