-32.7%
UPS vs TW
+41.2%
-73.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.8% |
| 7D | +3.8% | +3.9% | -0.1% | +3.4% |
| 30D | +17.4% | +19.9% | -2.6% | +15.3% |
| 3M | +8.2% | +25.9% | -17.7% | +5.8% |
| 6M | +17.9% | +21.1% | -3.2% | +15.7% |
| YTD | +18.7% | +23.9% | -5.2% | +15.6% |
| 1Y | +24.8% | +21.2% | +3.6% | +21.9% |
| 3Y | -4.5% | +44.8% | -49.3% | -13.7% |
| All | -32.7% | +41.2% | -73.9% | -41.0% |
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