+303.0%
UUUU vs TW
+211.2%
+91.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +1.8% | -0.5% | +2.3% | +2.0% |
| 30D | +1.8% | -0.6% | +2.4% | +1.8% |
| 3M | +1.3% | +3.4% | -2.2% | -2.1% |
| 6M | -26.8% | -18.4% | -8.3% | -21.9% |
| YTD | +0.1% | -3.9% | +4.0% | -2.9% |
| 1Y | +11.2% | -13.3% | +24.6% | +13.7% |
| 3Y | +97.7% | +20.8% | +76.9% | +58.6% |
| 5Y | +127.3% | +20.3% | +107.1% | +78.5% |
| All | +303.0% | +211.2% | +91.8% | +127.3% |
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