+756.1%
URI vs TW
+221.1%
+535.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | -2.0% | -2.3% | +0.3% | -1.2% |
| 30D | -12.9% | +3.9% | -16.9% | -14.2% |
| 3M | -6.7% | +5.7% | -12.4% | -9.5% |
| 6M | +19.0% | -14.5% | +33.5% | +24.4% |
| YTD | +25.5% | -0.9% | +26.4% | +23.5% |
| 1Y | +5.5% | -13.5% | +19.0% | +9.2% |
| 3Y | +111.3% | +25.0% | +86.3% | +81.2% |
| 5Y | +198.6% | +22.7% | +175.9% | +150.5% |
| All | +756.1% | +221.1% | +535.0% | +376.1% |
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