+250.4%
STT vs TW
+209.8%
+40.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.2% |
| 7D | -1.4% | -2.7% | +1.4% | -0.6% |
| 30D | +2.2% | -1.7% | +3.9% | +2.7% |
| 3M | +18.8% | +1.6% | +17.2% | +17.3% |
| 6M | +57.9% | -17.7% | +75.6% | +65.8% |
| YTD | +51.0% | -4.3% | +55.3% | +50.1% |
| 1Y | +77.1% | -13.1% | +90.3% | +81.6% |
| 3Y | +199.8% | +20.3% | +179.6% | +168.0% |
| 5Y | +156.0% | +22.0% | +134.0% | +120.9% |
| All | +250.4% | +209.8% | +40.6% | +116.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling