+41.2%
USB vs TW
+23.1%
+18.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +1.4% | -2.3% | +3.8% | +1.9% |
| 30D | -1.3% | +3.9% | -5.2% | -2.1% |
| 3M | +15.2% | +5.7% | +9.5% | +13.5% |
| 6M | +18.8% | -14.5% | +33.4% | +22.3% |
| YTD | +21.0% | -0.9% | +21.9% | +20.0% |
| 1Y | +34.0% | -13.5% | +47.5% | +37.3% |
| 3Y | +95.3% | +25.0% | +70.3% | +74.9% |
| All | +41.2% | +23.1% | +18.0% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling