+2,285.7%
STM vs TT
+11,200.2%
-8,914.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.5% |
| 7D | +5.8% | -0.2% | +6.0% | +5.9% |
| 30D | -1.0% | -7.4% | +6.4% | +3.4% |
| 3M | -33.3% | -3.2% | -30.1% | -31.8% |
| 6M | +57.4% | +1.1% | +56.2% | +57.7% |
| YTD | +102.2% | +15.6% | +86.6% | +86.7% |
| 1Y | +99.6% | +9.2% | +90.4% | +89.6% |
| 3Y | +14.5% | +124.4% | -109.9% | -28.6% |
| 5Y | +21.4% | +138.0% | -116.6% | -27.1% |
| 10Y | +695.0% | +886.4% | -191.4% | +119.0% |
| All | +2,285.7% | +11,200.2% | -8,914.5% | +113.4% |
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 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