+14.0%
USFR vs TW
+20.8%
-6.8%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +0.3% | -0.6% | +0.9% | +0.3% |
| 3M | +1.0% | +3.4% | -2.4% | +1.0% |
| 6M | +1.9% | -18.4% | +20.4% | +2.0% |
| YTD | +2.7% | -3.9% | +6.6% | +2.7% |
| 1Y | +4.0% | -13.3% | +17.3% | +4.0% |
| All | +14.0% | +20.8% | -6.8% | +13.9% |
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 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