-31.5%
XYL vs TW
+20.8%
-52.3%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.0% | +4.0% | +4.9% |
| 7D | +14.5% | +6.0% | +8.5% | +13.9% |
| 30D | -1.3% | +18.6% | -19.9% | -2.1% |
| 3M | -17.0% | +26.5% | -43.5% | -17.9% |
| 6M | -11.3% | +13.1% | -24.5% | -11.6% |
| YTD | -25.0% | +18.5% | -43.5% | -25.7% |
| 1Y | -31.5% | +21.7% | -53.3% | -32.5% |
| All | -31.5% | +20.8% | -52.3% | -32.5% |
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