+392.6%
STM vs TT
+764.8%
-372.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.1% | +2.7% |
| 7D | -10.7% | -2.0% | -8.7% | -9.0% |
| 30D | -25.7% | -14.0% | -11.7% | -17.0% |
| 3M | -21.6% | -15.9% | -5.7% | -10.7% |
| 6M | -27.8% | -17.3% | -10.5% | -16.5% |
| YTD | +61.8% | +4.0% | +57.8% | +59.0% |
| 1Y | +78.1% | -7.1% | +85.2% | +89.0% |
| 3Y | +4.9% | +90.2% | -85.3% | -34.7% |
| 5Y | -14.3% | +131.1% | -145.4% | -55.2% |
| All | +392.6% | +764.8% | -372.2% | +20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling