+220.7%
STT vs TW
+294.9%
-74.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.7% | +1.3% |
| 7D | +0.4% | +2.8% | -2.4% | -0.4% |
| 30D | -0.4% | +18.1% | -18.5% | -5.2% |
| 3M | -6.5% | +25.2% | -31.7% | -12.6% |
| 6M | +17.2% | +19.1% | -1.9% | +10.3% |
| YTD | +38.2% | +21.9% | +16.3% | +27.9% |
| 1Y | +49.3% | +18.9% | +30.4% | +39.2% |
| 3Y | +181.9% | +41.7% | +140.2% | +141.6% |
| 5Y | +106.9% | +40.4% | +66.5% | +72.5% |
| All | +220.7% | +294.9% | -74.2% | +83.9% |
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