+190.5%
STM vs TW
+294.9%
-104.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.7% | +3.3% |
| 7D | +1.4% | +2.8% | -1.4% | +0.6% |
| 30D | -8.4% | +18.1% | -26.4% | -13.0% |
| 3M | -15.8% | +25.2% | -41.0% | -21.9% |
| 6M | -22.8% | +19.1% | -41.9% | -28.4% |
| YTD | +79.4% | +21.9% | +57.4% | +62.7% |
| 1Y | +97.0% | +18.9% | +78.1% | +80.4% |
| 3Y | +14.2% | +41.7% | -27.6% | -8.0% |
| 5Y | -4.5% | +40.4% | -44.9% | -25.5% |
| All | +190.5% | +294.9% | -104.4% | +60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling