+22.7%
USB vs TW
+38.7%
-16.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -1.5% | +7.3% | -8.8% | -2.8% |
| 30D | +4.3% | +18.6% | -14.3% | +1.0% |
| 3M | -6.1% | +24.8% | -30.9% | -10.0% |
| 6M | +9.4% | +16.1% | -6.7% | +6.0% |
| YTD | +15.2% | +19.1% | -3.9% | +10.3% |
| 1Y | +32.8% | +22.8% | +10.0% | +26.0% |
| 3Y | +91.3% | +40.4% | +50.9% | +69.0% |
| 5Y | +22.7% | +37.9% | -15.2% | -0.9% |
| All | +22.7% | +38.7% | -16.0% | -0.9% |
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