+219.9%
STT vs TW
+298.0%
-78.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +5.1% | +3.2% | +1.9% | +4.2% |
| 30D | -0.2% | +19.7% | -19.9% | -5.4% |
| 3M | -8.1% | +26.8% | -35.0% | -14.4% |
| 6M | +16.6% | +20.9% | -4.2% | +9.3% |
| YTD | +37.8% | +22.9% | +15.0% | +27.2% |
| 1Y | +46.8% | +20.4% | +26.5% | +36.4% |
| 3Y | +181.2% | +42.9% | +138.3% | +140.4% |
| 5Y | +105.1% | +40.2% | +64.9% | +71.2% |
| All | +219.9% | +298.0% | -78.2% | +83.0% |
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