+275.0%
TW vs URA
+226.0%
+49.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.5% | +1.6% |
| 7D | +3.1% | +0.3% | +2.8% | +3.0% |
| 30D | +16.7% | -14.8% | +31.5% | +19.3% |
| 3M | +25.2% | -25.3% | +50.5% | +30.2% |
| 6M | +19.5% | -39.9% | +59.4% | +28.2% |
| YTD | +21.0% | -22.4% | +43.4% | +21.1% |
| 1Y | +19.0% | -29.0% | +47.9% | +21.0% |
| 3Y | +40.7% | +41.0% | -0.3% | +15.8% |
| 5Y | +40.1% | +38.3% | +1.8% | +11.7% |
| All | +275.0% | +226.0% | +49.0% | +50.9% |
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