-50.0%
STLA vs TW
+294.9%
-344.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.3% | -3.7% |
| 7D | -11.6% | +2.8% | -14.5% | -12.2% |
| 30D | -6.2% | +18.1% | -24.2% | -9.8% |
| 3M | -24.6% | +25.2% | -49.8% | -28.6% |
| 6M | -44.9% | +19.1% | -64.0% | -47.4% |
| YTD | -62.3% | +21.9% | -84.2% | -64.5% |
| 1Y | -61.8% | +18.9% | -80.7% | -63.9% |
| 3Y | -75.3% | +41.7% | -117.1% | -78.6% |
| 5Y | -72.5% | +40.4% | -112.9% | -76.8% |
| All | -50.0% | +294.9% | -344.9% | -67.1% |
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