+855.0%
URI vs TW
+301.3%
+553.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.6% |
| 7D | +6.7% | +3.9% | +2.8% | +5.4% |
| 30D | +8.9% | +19.9% | -11.1% | +2.3% |
| 3M | +0.5% | +25.9% | -25.4% | -7.3% |
| 6M | +20.7% | +21.1% | -0.5% | +11.7% |
| YTD | +40.0% | +23.9% | +16.1% | +27.5% |
| 1Y | +34.4% | +21.2% | +13.2% | +23.3% |
| 3Y | +149.5% | +44.8% | +104.7% | +104.7% |
| 5Y | +205.6% | +41.4% | +164.2% | +145.8% |
| All | +855.0% | +301.3% | +553.6% | +391.2% |
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