+463.1%
STM vs TT
+748.9%
-285.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +2.8% |
| 7D | +1.4% | +3.5% | -2.1% | -0.6% |
| 30D | -8.4% | -11.0% | +2.7% | +0.2% |
| 3M | -15.8% | -12.0% | -3.8% | -7.2% |
| 6M | -22.8% | -10.4% | -12.4% | -15.6% |
| YTD | +79.4% | +9.9% | +69.4% | +69.5% |
| 1Y | +97.0% | +1.5% | +95.5% | +96.6% |
| 3Y | +14.2% | +93.7% | -79.5% | -30.0% |
| 5Y | -4.5% | +139.2% | -143.7% | -51.4% |
| 10Y | +463.1% | +741.5% | -278.4% | +24.3% |
| All | +463.1% | +748.9% | -285.8% | +24.3% |
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