-32.3%
STLA vs TW
+221.1%
-253.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | +2.6% | -2.3% | +4.9% | +3.1% |
| 30D | -1.2% | +3.9% | -5.2% | -2.2% |
| 3M | -24.8% | +5.7% | -30.5% | -26.0% |
| 6M | -25.6% | -14.5% | -11.0% | -23.3% |
| YTD | -48.9% | -0.9% | -48.1% | -49.6% |
| 1Y | -38.8% | -13.5% | -25.3% | -37.3% |
| 3Y | -64.5% | +25.0% | -89.5% | -68.5% |
| 5Y | -62.4% | +22.7% | -85.1% | -67.4% |
| All | -32.3% | +221.1% | -253.4% | -53.3% |
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