+197.8%
TW vs URA
+360.8%
-163.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | +0.2% |
| 7D | -0.5% | +5.7% | -6.2% | -1.4% |
| 30D | -0.6% | +5.6% | -6.2% | -1.7% |
| 3M | +3.4% | +6.2% | -2.8% | +1.8% |
| 6M | -18.4% | -8.2% | -10.2% | -18.5% |
| YTD | -3.9% | +9.7% | -13.6% | -8.5% |
| 1Y | -13.3% | +17.0% | -30.3% | -19.9% |
| 3Y | +20.8% | +118.5% | -97.6% | -8.1% |
| 5Y | +20.3% | +134.3% | -114.1% | -15.4% |
| All | +197.8% | +360.8% | -163.1% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling