+69.4%
USAR vs TW
+50.5%
+18.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | -4.4% | -0.5% | -3.9% | -4.6% |
| 30D | -10.4% | -0.6% | -9.8% | -10.5% |
| 3M | -18.4% | +3.4% | -21.8% | -17.1% |
| 6M | -8.8% | -18.4% | +9.6% | -10.5% |
| YTD | +43.4% | -3.9% | +47.3% | +44.4% |
| 1Y | +21.0% | -13.3% | +34.3% | +19.0% |
| 3Y | +67.7% | +20.8% | +46.9% | +59.8% |
| All | +69.4% | +50.5% | +18.9% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling