+649.0%
STLD vs TW
+287.8%
+361.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | -9.7% | +3.4% | -13.1% | -10.4% |
| 30D | -4.5% | +15.5% | -20.0% | -8.0% |
| 3M | -13.1% | +25.1% | -38.2% | -18.1% |
| 6M | -2.8% | +18.2% | -20.9% | -7.6% |
| YTD | +35.3% | +19.7% | +15.6% | +26.8% |
| 1Y | +51.4% | +18.1% | +33.3% | +42.4% |
| 3Y | +117.9% | +40.5% | +77.4% | +86.1% |
| 5Y | +272.6% | +37.1% | +235.5% | +214.2% |
| All | +649.0% | +287.8% | +361.2% | +341.2% |
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 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