+76.3%
STT vs TAP
-19.0%
+95.2%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -1.5% |
| 7D | +2.2% | -2.3% | +4.5% | +2.0% |
| 30D | +3.9% | -9.4% | +13.3% | +3.2% |
| 3M | +19.2% | -0.8% | +20.0% | +19.0% |
| 6M | +60.4% | -14.7% | +75.1% | +59.6% |
| YTD | +51.5% | -13.9% | +65.4% | +50.7% |
| 1Y | +76.3% | -18.6% | +94.9% | +75.6% |
| All | +76.3% | -19.0% | +95.2% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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