-35.6%
STLA vs TW
+211.2%
-246.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | +0.4% | -0.5% | +0.9% | +0.5% |
| 30D | -5.2% | -0.6% | -4.6% | -5.1% |
| 3M | -24.9% | +3.4% | -28.3% | -25.7% |
| 6M | -25.2% | -18.4% | -6.7% | -22.0% |
| YTD | -51.4% | -3.9% | -47.5% | -51.7% |
| 1Y | -40.7% | -13.3% | -27.4% | -39.4% |
| 3Y | -66.3% | +20.8% | -87.1% | -69.8% |
| 5Y | -63.2% | +20.3% | -83.5% | -67.9% |
| All | -35.6% | +211.2% | -246.9% | -55.2% |
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 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