+66.0%
USB vs TW
+294.9%
-228.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | -0.5% | +2.8% | -3.4% | -1.2% |
| 30D | +5.7% | +18.1% | -12.3% | +1.8% |
| 3M | -4.7% | +25.2% | -29.9% | -9.6% |
| 6M | +13.4% | +19.1% | -5.7% | +8.3% |
| YTD | +17.0% | +21.9% | -4.9% | +10.4% |
| 1Y | +32.4% | +18.9% | +13.4% | +25.7% |
| 3Y | +101.7% | +41.7% | +59.9% | +78.2% |
| 5Y | +24.4% | +40.4% | -16.0% | +7.5% |
| All | +66.0% | +294.9% | -228.9% | +10.7% |
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