+32.6%
USB vs TW
+19.2%
+13.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.3% |
| 7D | +1.4% | +3.1% | -1.7% | +1.5% |
| 30D | +6.4% | +16.7% | -10.3% | +6.6% |
| 3M | -4.5% | +25.2% | -29.6% | -4.1% |
| 6M | +11.4% | +19.5% | -8.1% | +12.0% |
| YTD | +17.1% | +21.0% | -3.9% | +18.6% |
| 1Y | +32.6% | +19.0% | +13.6% | +34.6% |
| All | +32.6% | +19.2% | +13.4% | +34.6% |
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