+223.1%
STM vs TW
+211.2%
+11.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +1.7% | -0.5% | +2.2% | +1.8% |
| 30D | -5.2% | -0.6% | -4.5% | -5.1% |
| 3M | -29.6% | +3.4% | -33.0% | -31.6% |
| 6M | +54.4% | -18.4% | +72.8% | +62.8% |
| YTD | +99.5% | -3.9% | +103.4% | +95.6% |
| 1Y | +100.8% | -13.3% | +114.1% | +104.8% |
| 3Y | +20.2% | +20.8% | -0.7% | +0.5% |
| 5Y | +21.1% | +20.3% | +0.9% | -1.7% |
| All | +223.1% | +211.2% | +11.9% | +92.9% |
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