+88.0%
UUUU vs TW
+20.7%
+67.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.5% | -5.9% | -6.2% |
| 7D | -5.0% | -2.7% | -2.3% | -4.2% |
| 30D | -7.8% | -1.7% | -6.0% | -7.4% |
| 3M | -0.4% | +1.6% | -2.0% | -2.5% |
| 6M | -32.9% | -17.7% | -15.2% | -28.8% |
| YTD | -6.3% | -4.3% | -1.9% | -8.6% |
| 1Y | +7.9% | -13.1% | +21.0% | +10.7% |
| 3Y | +85.2% | +20.3% | +64.9% | +40.1% |
| All | +88.0% | +20.7% | +67.3% | +36.8% |
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