+836.7%
URI vs TW
+291.9%
+544.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.1% | -2.4% |
| 7D | -6.0% | +3.1% | -9.1% | -7.0% |
| 30D | +4.6% | +16.7% | -12.1% | -0.8% |
| 3M | -2.7% | +25.2% | -27.9% | -10.1% |
| 6M | +18.4% | +19.5% | -1.1% | +10.1% |
| YTD | +37.4% | +21.0% | +16.3% | +26.0% |
| 1Y | +30.4% | +19.0% | +11.4% | +20.3% |
| 3Y | +147.9% | +40.7% | +107.2% | +105.5% |
| 5Y | +202.1% | +40.1% | +161.9% | +143.4% |
| All | +836.7% | +291.9% | +544.7% | +385.6% |
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