+22.5%
STM vs TW
+22.4%
0.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.1% |
| 7D | +5.2% | -3.5% | +8.7% | +5.9% |
| 30D | -7.4% | +0.5% | -7.9% | -7.5% |
| 3M | -30.6% | +4.9% | -35.6% | -32.4% |
| 6M | +66.4% | -17.1% | +83.5% | +74.3% |
| YTD | +101.1% | -3.9% | +105.0% | +98.0% |
| 1Y | +97.4% | -13.3% | +110.6% | +101.9% |
| 3Y | +21.1% | +20.9% | +0.2% | -1.5% |
| 5Y | +22.5% | +20.5% | +2.0% | -7.8% |
| All | +22.5% | +22.4% | 0.0% | -7.8% |
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