+0.5%
TWST vs SPY
+72.1%
-71.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.4% |
| 7D | -7.6% | +2.6% | -10.2% | -13.0% |
| 30D | -24.7% | -2.0% | -22.7% | -19.1% |
| 3M | -10.9% | -2.8% | -8.1% | -2.3% |
| 6M | +105.2% | +2.1% | +103.0% | +102.4% |
| YTD | +251.8% | +11.5% | +240.3% | +186.9% |
| 1Y | +273.2% | +13.5% | +259.8% | +192.6% |
| 3Y | +546.6% | +77.7% | +468.9% | +80.3% |
| All | +0.5% | +72.1% | -71.6% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling