+258.7%
UUUU vs TW
+206.7%
+52.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.0% | -4.0% | -4.6% |
| 7D | -10.5% | -4.5% | -6.0% | -8.8% |
| 30D | -10.5% | -2.3% | -8.2% | -9.9% |
| 3M | -14.1% | +2.6% | -16.7% | -16.6% |
| 6M | -35.5% | -17.5% | -17.9% | -31.6% |
| YTD | -10.9% | -5.3% | -5.6% | -13.0% |
| 1Y | +3.4% | -14.8% | +18.1% | +6.4% |
| 3Y | +73.1% | +18.8% | +54.3% | +39.9% |
| 5Y | +87.1% | +20.7% | +66.4% | +46.6% |
| All | +258.7% | +206.7% | +52.0% | +103.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling