+697.1%
TWST vs SPY
+214.2%
+483.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.6% |
| 7D | -7.6% | +2.6% | -10.2% | -11.7% |
| 30D | -24.7% | -2.0% | -22.7% | -20.2% |
| 3M | -10.9% | -2.8% | -8.1% | -4.1% |
| 6M | +105.2% | +2.1% | +103.0% | +104.1% |
| YTD | +251.8% | +11.5% | +240.3% | +203.6% |
| 1Y | +273.2% | +13.5% | +259.8% | +212.8% |
| 3Y | +546.6% | +77.7% | +468.9% | +165.8% |
| 5Y | -4.2% | +72.6% | -76.8% | -54.2% |
| All | +697.1% | +214.2% | +483.0% | +61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling