+107.5%
STLD vs TW
+39.9%
+67.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.5% |
| 7D | -11.1% | +4.2% | -15.4% | -10.9% |
| 30D | -4.8% | +18.9% | -23.7% | -4.0% |
| 3M | -14.6% | +23.8% | -38.3% | -13.7% |
| 6M | -7.4% | +17.0% | -24.4% | -6.3% |
| YTD | +32.6% | +19.2% | +13.3% | +34.0% |
| 1Y | +47.3% | +20.1% | +27.2% | +48.8% |
| 3Y | +107.5% | +40.5% | +67.0% | +115.2% |
| All | +107.5% | +39.9% | +67.6% | +115.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling