+784.6%
STRL vs TW
+37.3%
+747.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.3% | +3.5% |
| 7D | -26.9% | +4.2% | -31.1% | -27.2% |
| 30D | -52.7% | +18.9% | -71.6% | -53.4% |
| 3M | -52.8% | +23.8% | -76.6% | -53.8% |
| 6M | -71.5% | +17.0% | -88.5% | -72.0% |
| YTD | -17.4% | +19.2% | -36.7% | -20.5% |
| 1Y | -35.0% | +20.1% | -55.1% | -37.6% |
| 3Y | +239.2% | +40.5% | +198.7% | +206.0% |
| All | +784.6% | +37.3% | +747.3% | +654.8% |
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