+91.5%
USB vs TW
+39.9%
+51.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | 0.0% | +4.2% | -4.2% | -0.3% |
| 30D | +5.8% | +18.9% | -13.1% | +4.7% |
| 3M | -6.0% | +23.8% | -29.7% | -7.2% |
| 6M | +7.8% | +17.0% | -9.3% | +6.8% |
| YTD | +14.6% | +19.2% | -4.6% | +13.1% |
| 1Y | +31.8% | +20.1% | +11.7% | +29.9% |
| 3Y | +91.5% | +40.5% | +51.0% | +99.1% |
| All | +91.5% | +39.9% | +51.6% | +99.1% |
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