+877.2%
URI vs TW
+294.9%
+582.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.4% | +3.9% |
| 7D | +2.6% | +2.8% | -0.3% | +1.6% |
| 30D | +9.1% | +18.1% | -9.0% | +3.0% |
| 3M | +1.0% | +25.2% | -24.3% | -6.7% |
| 6M | +23.3% | +19.1% | +4.2% | +14.8% |
| YTD | +43.3% | +21.9% | +21.4% | +31.2% |
| 1Y | +35.9% | +18.9% | +17.0% | +25.5% |
| 3Y | +158.6% | +41.7% | +116.9% | +113.9% |
| 5Y | +213.1% | +40.4% | +172.7% | +152.3% |
| All | +877.2% | +294.9% | +582.4% | +405.4% |
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