+269.5%
TW vs URA
+218.0%
+51.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -0.5% |
| 7D | +4.2% | -4.1% | +8.4% | +4.8% |
| 30D | +18.9% | -19.0% | +37.9% | +22.6% |
| 3M | +23.8% | -25.1% | +48.9% | +28.7% |
| 6M | +17.0% | -44.5% | +61.5% | +27.4% |
| YTD | +19.2% | -24.3% | +43.5% | +19.8% |
| 1Y | +20.1% | -28.1% | +48.2% | +21.7% |
| 3Y | +40.5% | +40.7% | -0.2% | +15.4% |
| 5Y | +38.0% | +35.5% | +2.6% | +10.3% |
| All | +269.5% | +218.0% | +51.4% | +49.3% |
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