+1,383.2%
STX vs TW
+21.9%
+1,361.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.0% | +9.5% | +6.4% |
| 7D | +10.7% | -3.5% | +14.2% | +10.6% |
| 30D | +11.3% | +0.5% | +10.8% | +11.3% |
| 3M | +3.2% | +4.9% | -1.7% | +2.9% |
| 6M | +157.0% | -17.1% | +174.1% | +163.6% |
| YTD | +229.2% | -3.9% | +233.1% | +232.2% |
| 1Y | +381.8% | -13.3% | +395.1% | +395.6% |
| 3Y | +1,383.2% | +20.9% | +1,362.3% | +1,376.0% |
| All | +1,383.2% | +21.9% | +1,361.3% | +1,376.0% |
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