+59.8%
UBER vs TW
+41.2%
+18.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | +1.6% | +3.9% | -2.3% | +0.1% |
| 30D | +0.6% | +19.9% | -19.4% | -6.3% |
| 3M | -8.2% | +25.9% | -34.1% | -16.1% |
| 6M | -6.7% | +21.1% | -27.8% | -14.0% |
| YTD | -14.7% | +23.9% | -38.6% | -23.0% |
| 1Y | -24.1% | +21.2% | -45.3% | -30.8% |
| 3Y | +33.4% | +44.8% | -11.4% | +3.6% |
| All | +59.8% | +41.2% | +18.6% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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