+1,331.0%
STX vs TW
+298.0%
+1,033.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | +16.8% | +3.2% | +13.7% | +16.1% |
| 30D | -27.0% | +19.7% | -46.7% | -30.0% |
| 3M | -37.9% | +26.8% | -64.7% | -41.2% |
| 6M | -32.5% | +20.9% | -53.4% | -36.1% |
| YTD | +98.6% | +22.9% | +75.7% | +86.3% |
| 1Y | +93.6% | +20.4% | +73.2% | +82.6% |
| 3Y | +699.1% | +42.9% | +656.2% | +594.2% |
| 5Y | +481.0% | +40.2% | +440.8% | +388.9% |
| All | +1,331.0% | +298.0% | +1,033.0% | +908.1% |
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 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