+72.7%
STRL vs TW
-13.2%
+86.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +8.2% | -0.5% | +8.7% | +7.9% |
| 30D | -6.3% | -0.6% | -5.7% | -6.5% |
| 3M | -41.2% | +3.4% | -44.6% | -39.4% |
| 6M | +20.4% | -18.4% | +38.8% | +17.7% |
| YTD | +61.7% | -3.9% | +65.6% | +59.6% |
| 1Y | +72.7% | -13.3% | +86.0% | +65.1% |
| All | +72.7% | -13.2% | +86.0% | +65.1% |
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 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