+255.8%
STT vs TW
+221.1%
+34.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.1% |
| 7D | +0.5% | -2.3% | +2.8% | +1.1% |
| 30D | +3.9% | +3.9% | -0.1% | +2.7% |
| 3M | +20.0% | +5.7% | +14.3% | +17.0% |
| 6M | +55.3% | -14.5% | +69.8% | +61.3% |
| YTD | +53.3% | -0.9% | +54.2% | +50.9% |
| 1Y | +74.7% | -13.5% | +88.2% | +79.7% |
| 3Y | +205.8% | +25.0% | +180.8% | +170.3% |
| 5Y | +145.0% | +22.7% | +122.3% | +111.5% |
| All | +255.8% | +221.1% | +34.7% | +117.1% |
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