+86.9%
STLD vs TW
-13.2%
+100.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.1% |
| 7D | -2.8% | -0.5% | -2.3% | -2.9% |
| 30D | -10.4% | -0.6% | -9.8% | -10.4% |
| 3M | -10.6% | +3.4% | -14.0% | -9.6% |
| 6M | +32.7% | -18.4% | +51.1% | +30.4% |
| YTD | +42.8% | -3.9% | +46.7% | +44.1% |
| 1Y | +86.9% | -13.3% | +100.3% | +93.4% |
| All | +86.9% | -13.2% | +100.2% | +93.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling