+23.5%
UL vs TW
+206.7%
-183.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | -3.4% | -4.5% | +1.1% | -2.6% |
| 30D | +0.5% | -2.3% | +2.7% | +0.9% |
| 3M | +7.2% | +2.6% | +4.6% | +6.4% |
| 6M | -3.1% | -17.5% | +14.5% | 0.0% |
| YTD | -2.7% | -5.3% | +2.6% | -2.6% |
| 1Y | -10.2% | -14.8% | +4.5% | -8.3% |
| 3Y | +20.3% | +18.8% | +1.4% | +13.3% |
| 5Y | +19.9% | +20.7% | -0.8% | +10.9% |
| All | +23.5% | +206.7% | -183.2% | -7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling