+689.1%
STLD vs TW
+211.4%
+477.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | 0.0% |
| 7D | +2.7% | -3.5% | +6.1% | +3.5% |
| 30D | -8.4% | +0.5% | -8.9% | -8.7% |
| 3M | -9.9% | +4.9% | -14.8% | -11.6% |
| 6M | +33.0% | -17.1% | +50.1% | +38.6% |
| YTD | +42.6% | -3.9% | +46.4% | +41.4% |
| 1Y | +80.8% | -13.3% | +94.0% | +84.8% |
| 3Y | +143.4% | +20.9% | +122.5% | +114.3% |
| 5Y | +293.4% | +20.5% | +272.9% | +238.5% |
| All | +689.1% | +211.4% | +477.7% | +392.0% |
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