+1,727.7%
STM vs TT
+9,800.8%
-8,073.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -4.4% | -8.0% | -9.9% |
| 7D | -20.1% | -9.0% | -11.1% | -15.4% |
| 30D | -32.0% | -17.6% | -14.3% | -23.7% |
| 3M | -24.2% | -18.7% | -5.5% | -14.2% |
| 6M | -29.9% | -17.4% | -12.5% | -21.1% |
| YTD | +54.9% | +1.5% | +53.4% | +54.8% |
| 1Y | +68.0% | -9.4% | +77.4% | +78.8% |
| 3Y | -0.1% | +85.1% | -85.2% | -29.7% |
| 5Y | -17.9% | +125.7% | -143.6% | -48.8% |
| 10Y | +392.2% | +757.3% | -365.1% | +48.0% |
| All | +1,727.7% | +9,800.8% | -8,073.1% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling