+3,630.8%
STRL vs TW
+221.1%
+3,409.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.8% | +4.9% | +5.6% |
| 7D | +3.4% | -2.3% | +5.7% | +3.9% |
| 30D | -9.2% | +3.9% | -13.2% | -10.1% |
| 3M | -51.0% | +5.7% | -56.7% | -52.4% |
| 6M | +15.8% | -14.5% | +30.3% | +19.0% |
| YTD | +58.9% | -0.9% | +59.7% | +54.7% |
| 1Y | +68.5% | -13.5% | +82.0% | +71.4% |
| 3Y | +485.2% | +25.0% | +460.2% | +418.4% |
| 5Y | +2,005.1% | +22.7% | +1,982.4% | +1,727.4% |
| All | +3,630.8% | +221.1% | +3,409.6% | +2,387.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling