+2,161.9%
STX vs TW
+209.8%
+1,952.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | +8.0% | -2.7% | +10.7% | +8.6% |
| 30D | +5.1% | -1.7% | +6.8% | +5.4% |
| 3M | +5.8% | +1.6% | +4.2% | +4.2% |
| 6M | +124.9% | -17.7% | +142.6% | +134.5% |
| YTD | +213.9% | -4.3% | +218.2% | +212.1% |
| 1Y | +350.4% | -13.1% | +363.5% | +359.3% |
| 3Y | +1,314.2% | +20.3% | +1,293.9% | +1,166.0% |
| 5Y | +1,092.8% | +22.0% | +1,070.8% | +934.0% |
| All | +2,161.9% | +209.8% | +1,952.0% | +1,588.7% |
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