+99.6%
STM vs TT
+10.3%
+89.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.4% |
| 7D | +5.8% | -0.2% | +6.0% | +6.0% |
| 30D | -1.0% | -7.4% | +6.4% | +4.8% |
| 3M | -33.3% | -3.2% | -30.1% | -31.0% |
| 6M | +57.4% | +1.1% | +56.2% | +58.2% |
| YTD | +102.2% | +15.6% | +86.6% | +101.6% |
| 1Y | +99.6% | +9.2% | +90.4% | +106.4% |
| All | +99.6% | +10.3% | +89.3% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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