-19.0%
USAR vs TW
+94.0%
-113.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.4% |
| 7D | -0.8% | +3.9% | -4.7% | +0.6% |
| 30D | -20.9% | +19.9% | -40.9% | -15.6% |
| 3M | -56.2% | +25.9% | -82.1% | -52.4% |
| 6M | -67.9% | +21.1% | -89.0% | -65.0% |
| YTD | -31.4% | +23.9% | -55.3% | -24.5% |
| 1Y | -45.1% | +21.2% | -66.3% | -39.7% |
| 3Y | -20.3% | +44.8% | -65.1% | -17.0% |
| All | -19.0% | +94.0% | -113.0% | -15.9% |
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