+2,133.0%
STRL vs TW
+22.4%
+2,110.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.0% | +6.2% | +3.6% |
| 7D | +10.1% | -3.5% | +13.6% | +10.5% |
| 30D | -8.2% | +0.5% | -8.7% | -8.3% |
| 3M | -43.7% | +4.9% | -48.6% | -44.8% |
| 6M | +27.1% | -17.1% | +44.2% | +31.4% |
| YTD | +64.0% | -3.9% | +67.8% | +61.2% |
| 1Y | +75.2% | -13.3% | +88.4% | +77.7% |
| 3Y | +539.9% | +20.9% | +519.0% | +475.8% |
| 5Y | +2,133.0% | +20.5% | +2,112.5% | +1,796.5% |
| All | +2,133.0% | +22.4% | +2,110.6% | +1,796.5% |
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