+147.4%
URI vs TW
+39.9%
+107.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -9.8% | +4.2% | -14.0% | -10.1% |
| 30D | +1.7% | +18.9% | -17.2% | +0.1% |
| 3M | -9.1% | +23.8% | -32.8% | -10.9% |
| 6M | +9.9% | +17.0% | -7.2% | +8.3% |
| YTD | +31.2% | +19.2% | +12.0% | +28.5% |
| 1Y | +25.9% | +20.1% | +5.8% | +23.2% |
| 3Y | +147.4% | +40.5% | +106.9% | +142.2% |
| All | +147.4% | +39.9% | +107.4% | +142.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling