+17.0%
TW vs URA
-41.6%
+58.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | +1.2% |
| 7D | +4.2% | -4.1% | +8.4% | +3.2% |
| 30D | +18.9% | -19.0% | +37.9% | +13.5% |
| 3M | +23.8% | -25.1% | +48.9% | +16.5% |
| 6M | +17.0% | -44.5% | +61.5% | +4.0% |
| All | +17.0% | -41.6% | +58.6% | +4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling