+98.3%
USB vs TW
+26.0%
+72.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | +1.4% | -2.3% | +3.8% | +1.6% |
| 30D | -1.3% | +3.9% | -5.2% | -1.7% |
| 3M | +15.2% | +5.7% | +9.5% | +14.5% |
| 6M | +18.8% | -14.5% | +33.4% | +21.1% |
| YTD | +21.0% | -0.9% | +21.9% | +20.6% |
| 1Y | +34.0% | -13.5% | +47.5% | +36.3% |
| All | +98.3% | +26.0% | +72.2% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling