-62.1%
STLA vs TW
+22.4%
-84.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | 0.0% | -2.5% |
| 7D | +0.7% | -3.5% | +4.2% | +1.4% |
| 30D | -2.4% | +0.5% | -2.9% | -2.5% |
| 3M | -23.9% | +4.9% | -28.8% | -24.7% |
| 6M | -24.6% | -17.1% | -7.5% | -22.3% |
| YTD | -50.5% | -3.9% | -46.7% | -50.7% |
| 1Y | -39.8% | -13.3% | -26.6% | -38.6% |
| 3Y | -65.6% | +20.9% | -86.5% | -69.8% |
| 5Y | -62.1% | +20.5% | -82.6% | -70.1% |
| All | -62.1% | +22.4% | -84.5% | -70.1% |
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 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