+641.9%
STX vs TW
+40.4%
+601.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.4% | +9.4% | +9.8% |
| 7D | -14.8% | +3.4% | -18.2% | -14.6% |
| 30D | -35.4% | +15.5% | -50.8% | -34.9% |
| 3M | -37.7% | +25.1% | -62.8% | -37.1% |
| 6M | -35.2% | +18.2% | -53.4% | -34.1% |
| YTD | +84.4% | +19.7% | +64.7% | +87.8% |
| 1Y | +82.3% | +18.1% | +64.1% | +86.0% |
| All | +641.9% | +40.4% | +601.5% | +616.1% |
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 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