+66.9%
USB vs TW
+284.0%
-217.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.7% |
| 7D | +2.4% | +6.0% | -3.6% | +1.0% |
| 30D | +6.6% | +18.6% | -12.0% | +2.5% |
| 3M | -4.1% | +26.5% | -30.6% | -9.2% |
| 6M | +12.5% | +13.1% | -0.7% | +8.7% |
| YTD | +17.6% | +18.5% | -0.9% | +11.7% |
| 1Y | +36.5% | +21.7% | +14.8% | +28.7% |
| 3Y | +95.4% | +39.8% | +55.6% | +73.0% |
| 5Y | +26.1% | +38.9% | -12.7% | +9.2% |
| All | +66.9% | +284.0% | -217.1% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling