+694.8%
STLD vs TW
+221.1%
+473.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | +3.1% | -2.3% | +5.5% | +3.7% |
| 30D | -9.0% | +3.9% | -12.9% | -10.0% |
| 3M | -12.4% | +5.7% | -18.1% | -14.2% |
| 6M | +25.5% | -14.5% | +40.0% | +29.7% |
| YTD | +43.6% | -0.9% | +44.5% | +41.4% |
| 1Y | +87.2% | -13.5% | +100.7% | +91.8% |
| 3Y | +135.2% | +25.0% | +110.3% | +105.3% |
| 5Y | +290.9% | +22.7% | +268.2% | +235.4% |
| All | +694.8% | +221.1% | +473.7% | +391.8% |
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