-10.5%
STRL vs TW
+21.1%
-31.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -2.4% |
| 7D | +15.7% | +3.9% | +11.7% | +18.9% |
| 30D | -35.5% | +19.9% | -55.4% | -26.0% |
| 3M | -47.1% | +25.9% | -73.1% | -37.0% |
| 6M | -65.8% | +21.1% | -86.9% | -59.0% |
| YTD | -4.5% | +23.9% | -28.4% | +12.6% |
| 1Y | -10.5% | +21.2% | -31.7% | +6.9% |
| All | -10.5% | +21.1% | -31.5% | +6.9% |
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 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