+2,120.6%
STRL vs TW
+291.9%
+1,828.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | -19.8% | +3.1% | -22.9% | -20.4% |
| 30D | -43.6% | +16.7% | -60.3% | -45.5% |
| 3M | -45.2% | +25.2% | -70.4% | -48.0% |
| 6M | -65.7% | +19.5% | -85.2% | -67.5% |
| YTD | -5.4% | +21.0% | -26.4% | -12.1% |
| 1Y | -24.7% | +19.0% | -43.6% | -29.6% |
| 3Y | +335.0% | +40.7% | +294.3% | +278.4% |
| 5Y | +915.3% | +40.1% | +875.1% | +762.2% |
| All | +2,120.6% | +291.9% | +1,828.6% | +1,313.4% |
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