+3.4%
UUUU vs TW
-14.2%
+17.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.0% | -4.0% | -5.4% |
| 7D | -10.5% | -4.5% | -6.0% | -12.4% |
| 30D | -10.5% | -2.3% | -8.2% | -11.3% |
| 3M | -14.1% | +2.6% | -16.7% | -13.0% |
| 6M | -35.5% | -17.5% | -17.9% | -37.3% |
| YTD | -10.9% | -5.3% | -5.6% | -8.4% |
| 1Y | +3.4% | -14.8% | +18.1% | +8.2% |
| All | +3.4% | -14.2% | +17.6% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling