+3,751.2%
STRL vs TW
+211.4%
+3,539.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.0% | +6.2% | +3.9% |
| 7D | +10.1% | -3.5% | +13.6% | +10.9% |
| 30D | -8.2% | +0.5% | -8.7% | -8.4% |
| 3M | -43.7% | +4.9% | -48.6% | -45.2% |
| 6M | +27.1% | -17.1% | +44.2% | +31.5% |
| YTD | +64.0% | -3.9% | +67.8% | +60.8% |
| 1Y | +75.2% | -13.3% | +88.4% | +77.2% |
| 3Y | +539.9% | +20.9% | +519.0% | +471.0% |
| 5Y | +2,133.0% | +20.5% | +2,112.5% | +1,842.8% |
| All | +3,751.2% | +211.4% | +3,539.8% | +2,484.1% |
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