-9.2%
STM vs TW
+37.9%
-47.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.4% | +6.4% | +6.7% |
| 7D | -5.6% | +3.4% | -9.0% | -6.1% |
| 30D | -14.4% | +15.5% | -29.9% | -16.8% |
| 3M | -20.5% | +25.1% | -45.6% | -24.0% |
| 6M | -24.5% | +18.2% | -42.7% | -27.6% |
| YTD | +72.7% | +19.7% | +53.0% | +62.7% |
| 1Y | +91.0% | +18.1% | +72.9% | +80.9% |
| 3Y | +13.5% | +40.5% | -27.0% | -8.1% |
| 5Y | -9.2% | +37.1% | -46.3% | -34.4% |
| All | -9.2% | +37.9% | -47.1% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling