+33.9%
USB vs TW
+21.1%
+12.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.9% |
| 7D | +2.6% | +3.9% | -1.3% | +2.6% |
| 30D | +8.4% | +19.9% | -11.5% | +8.6% |
| 3M | -5.5% | +25.9% | -31.5% | -5.2% |
| 6M | +17.7% | +21.1% | -3.4% | +18.5% |
| YTD | +17.6% | +23.9% | -6.3% | +19.2% |
| 1Y | +33.9% | +21.2% | +12.6% | +36.2% |
| All | +33.9% | +21.1% | +12.8% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling