-25.9%
STRL vs TW
+20.8%
-46.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.0% | -22.5% | -20.7% |
| 7D | -27.1% | +6.0% | -33.0% | -23.6% |
| 30D | -45.8% | +18.6% | -64.4% | -38.2% |
| 3M | -47.6% | +26.5% | -74.2% | -37.1% |
| 6M | -46.4% | +13.1% | -59.6% | -38.2% |
| YTD | -7.4% | +18.5% | -25.9% | +5.9% |
| 1Y | -25.9% | +21.7% | -47.6% | -12.6% |
| All | -25.9% | +20.8% | -46.6% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling