+44.8%
XYL vs TW
+221.1%
-176.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.2% |
| 7D | -5.0% | -2.3% | -2.7% | -4.5% |
| 30D | -13.2% | +3.9% | -17.1% | -14.1% |
| 3M | -3.7% | +5.7% | -9.4% | -5.5% |
| 6M | -17.7% | -14.5% | -3.2% | -14.8% |
| YTD | -21.5% | -0.9% | -20.7% | -22.2% |
| 1Y | -24.5% | -13.5% | -11.0% | -22.4% |
| 3Y | +6.9% | +25.0% | -18.0% | -4.5% |
| 5Y | -18.1% | +22.7% | -40.8% | -28.1% |
| All | +44.8% | +221.1% | -176.3% | -3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling