+207.2%
TW vs URA
+353.0%
-145.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -2.3% | +1.1% | -3.4% | -2.5% |
| 30D | +3.9% | +7.4% | -3.5% | +2.5% |
| 3M | +5.7% | -8.4% | +14.1% | +6.7% |
| 6M | -14.5% | -12.7% | -1.8% | -13.8% |
| YTD | -0.9% | +7.8% | -8.7% | -5.4% |
| 1Y | -13.5% | +19.5% | -33.0% | -20.6% |
| 3Y | +25.0% | +116.4% | -91.4% | -4.9% |
| 5Y | +22.7% | +134.3% | -111.6% | -14.1% |
| All | +207.2% | +353.0% | -145.8% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling