+374.3%
TWST vs SPY
+14.6%
+359.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | -3.0% |
| 7D | -17.8% | -0.7% | -17.1% | -15.6% |
| 30D | -30.4% | -1.0% | -29.4% | -27.7% |
| 3M | +43.4% | -0.3% | +43.7% | +46.9% |
| 6M | +153.7% | +7.3% | +146.4% | +115.1% |
| YTD | +349.5% | +13.3% | +336.2% | +231.9% |
| 1Y | +374.3% | +14.8% | +359.5% | +240.8% |
| All | +374.3% | +14.6% | +359.7% | +240.8% |
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