-3.3%
XRT vs TW
+20.0%
-23.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | -6.9% | -0.6% | -6.3% | -6.9% |
| 3M | -0.4% | +3.4% | -3.8% | -1.7% |
| 6M | +2.2% | -18.4% | +20.7% | +7.3% |
| YTD | -0.7% | -3.9% | +3.2% | -1.1% |
| 1Y | -2.0% | -13.3% | +11.3% | +0.7% |
| 3Y | +41.0% | +20.8% | +20.2% | +19.1% |
| 5Y | -3.3% | +20.3% | -23.6% | -19.6% |
| All | -3.3% | +20.0% | -23.3% | -19.6% |
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