-0.8%
XYL vs TW
+44.1%
-44.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | +0.1% |
| 7D | -3.7% | +3.9% | -7.7% | -4.1% |
| 30D | -8.3% | +19.9% | -28.3% | -9.8% |
| 3M | -21.4% | +25.9% | -47.4% | -23.0% |
| 6M | -12.9% | +21.1% | -34.1% | -14.3% |
| YTD | -30.1% | +23.9% | -54.0% | -31.5% |
| 1Y | -35.2% | +21.2% | -56.4% | -36.4% |
| 3Y | -0.8% | +44.8% | -45.6% | -8.0% |
| All | -0.8% | +44.1% | -44.8% | -8.0% |
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