+386.6%
TWST vs SPY
+20.8%
+365.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.1% |
| 7D | -11.8% | +0.1% | -11.9% | -12.0% |
| 30D | +8.4% | +0.1% | +8.4% | +8.8% |
| 3M | +68.7% | +2.0% | +66.7% | +61.8% |
| 6M | +159.5% | +13.0% | +146.5% | +92.0% |
| YTD | +293.2% | +13.5% | +279.6% | +187.4% |
| 1Y | +386.6% | +20.0% | +366.7% | +217.8% |
| All | +386.6% | +20.8% | +365.8% | +217.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling