-66.5%
STRL vs TW
+18.2%
-84.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.4% | +14.6% | +15.4% |
| 7D | -13.3% | +3.4% | -16.8% | -10.4% |
| 30D | -43.3% | +15.5% | -58.8% | -34.8% |
| 3M | -46.9% | +25.1% | -72.0% | -33.8% |
| All | -66.5% | +18.2% | -84.7% | -61.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling