+12.3%
XRT vs TW
+19.3%
-7.0%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.8% |
| 7D | -0.4% | +3.2% | -3.6% | -0.4% |
| 30D | +7.5% | +19.7% | -12.2% | +7.9% |
| 3M | +2.3% | +26.8% | -24.5% | +2.9% |
| 6M | +12.8% | +20.9% | -8.0% | +13.1% |
| YTD | +7.1% | +22.9% | -15.8% | +8.4% |
| 1Y | +12.3% | +20.4% | -8.1% | +15.7% |
| All | +12.3% | +19.3% | -7.0% | +15.7% |
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 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