+60.1%
XRT vs TW
+41.9%
+18.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.4% |
| 7D | +4.1% | +3.1% | +1.0% | +4.0% |
| 30D | +9.9% | +16.7% | -6.8% | +9.3% |
| 3M | +2.3% | +25.2% | -22.9% | +1.4% |
| 6M | +9.6% | +19.5% | -9.9% | +8.8% |
| YTD | +9.1% | +21.0% | -11.9% | +8.1% |
| 1Y | +16.2% | +19.0% | -2.7% | +15.3% |
| 3Y | +60.1% | +40.7% | +19.4% | +56.2% |
| All | +60.1% | +41.9% | +18.2% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling