+183.1%
STT vs TW
+44.1%
+139.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.2% |
| 7D | +4.8% | +3.9% | +0.8% | +4.4% |
| 30D | +3.9% | +19.9% | -16.0% | +2.2% |
| 3M | -8.2% | +25.9% | -34.1% | -10.2% |
| 6M | +15.6% | +21.1% | -5.5% | +13.5% |
| YTD | +37.6% | +23.9% | +13.7% | +33.7% |
| 1Y | +50.1% | +21.2% | +28.9% | +46.5% |
| 3Y | +183.1% | +44.8% | +138.3% | +186.6% |
| All | +183.1% | +44.1% | +139.0% | +186.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling