+633.7%
STLD vs TW
+286.2%
+347.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | -11.1% | +4.2% | -15.4% | -12.0% |
| 30D | -4.8% | +18.9% | -23.7% | -8.9% |
| 3M | -14.6% | +23.8% | -38.3% | -19.2% |
| 6M | -7.4% | +17.0% | -24.4% | -11.8% |
| YTD | +32.6% | +19.2% | +13.3% | +24.4% |
| 1Y | +47.3% | +20.1% | +27.2% | +37.8% |
| 3Y | +107.5% | +40.5% | +67.0% | +77.1% |
| 5Y | +268.8% | +38.0% | +230.8% | +209.9% |
| All | +633.7% | +286.2% | +347.5% | +332.6% |
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