+34.6%
UPS vs TW
+301.3%
-266.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.7% |
| 7D | +3.8% | +3.9% | -0.1% | +3.2% |
| 30D | +17.4% | +19.9% | -2.6% | +14.3% |
| 3M | +8.2% | +25.9% | -17.7% | +4.6% |
| 6M | +17.9% | +21.1% | -3.2% | +14.3% |
| YTD | +18.7% | +23.9% | -5.2% | +14.1% |
| 1Y | +24.8% | +21.2% | +3.6% | +20.4% |
| 3Y | -4.5% | +44.8% | -49.3% | -13.3% |
| 5Y | -33.2% | +41.4% | -74.6% | -40.6% |
| All | +34.6% | +301.3% | -266.7% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling