-98.5%
SPXU vs TW
+211.2%
-309.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +1.3% | -0.5% | +1.8% | +1.0% |
| 30D | +5.1% | -0.6% | +5.7% | +4.7% |
| 3M | -9.1% | +3.4% | -12.5% | -7.0% |
| 6M | -29.6% | -18.4% | -11.1% | -41.2% |
| YTD | -27.7% | -3.9% | -23.8% | -30.3% |
| 1Y | -37.0% | -13.3% | -23.6% | -44.5% |
| 3Y | -80.2% | +20.8% | -101.0% | -74.0% |
| 5Y | -86.0% | +20.3% | -106.3% | -77.8% |
| All | -98.5% | +211.2% | -309.8% | -94.2% |
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 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