+66.1%
USB vs TW
+291.9%
-225.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | +1.4% | +3.1% | -1.7% | +0.7% |
| 30D | +6.4% | +16.7% | -10.3% | +2.7% |
| 3M | -4.5% | +25.2% | -29.6% | -9.4% |
| 6M | +11.4% | +19.5% | -8.1% | +6.3% |
| YTD | +17.1% | +21.0% | -3.9% | +10.7% |
| 1Y | +32.6% | +19.0% | +13.6% | +25.8% |
| 3Y | +101.8% | +40.7% | +61.1% | +78.6% |
| 5Y | +25.1% | +40.1% | -15.0% | +8.1% |
| All | +66.1% | +291.9% | -225.8% | +11.0% |
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