+489.0%
STX vs TW
+37.6%
+451.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.4% | +9.4% | +9.7% |
| 7D | -14.8% | +3.4% | -18.2% | -15.3% |
| 30D | -35.4% | +15.5% | -50.8% | -37.2% |
| 3M | -37.7% | +25.1% | -62.8% | -40.5% |
| 6M | -35.2% | +18.2% | -53.4% | -37.9% |
| YTD | +84.4% | +19.7% | +64.7% | +75.4% |
| 1Y | +82.3% | +18.1% | +64.1% | +74.0% |
| 3Y | +646.2% | +40.5% | +605.7% | +526.9% |
| All | +489.0% | +37.6% | +451.5% | +357.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling