+20.5%
TW vs URA
+131.0%
-110.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.1% | -3.3% |
| 7D | -3.5% | +8.1% | -11.6% | -4.2% |
| 30D | +0.5% | +5.8% | -5.3% | -0.2% |
| 3M | +4.9% | +3.4% | +1.5% | +4.4% |
| 6M | -17.1% | -2.6% | -14.5% | -17.6% |
| YTD | -3.9% | +11.2% | -15.0% | -7.3% |
| 1Y | -13.3% | +19.8% | -33.1% | -18.3% |
| 3Y | +20.9% | +121.5% | -100.6% | -1.6% |
| 5Y | +20.5% | +134.5% | -114.0% | -5.7% |
| All | +20.5% | +131.0% | -110.5% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling