+98.3%
STM vs TT
-2.3%
+100.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.9% |
| 7D | +12.0% | +4.0% | +8.0% | +8.1% |
| 30D | -0.4% | -11.3% | +10.9% | +10.8% |
| 3M | -13.2% | -12.3% | -0.9% | -2.5% |
| 6M | -26.1% | -10.8% | -15.2% | -17.5% |
| YTD | +81.2% | +8.2% | +73.0% | +94.8% |
| 1Y | +98.3% | +1.5% | +96.8% | +122.9% |
| All | +98.3% | -2.3% | +100.6% | +122.9% |
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