+1,972.8%
STX vs TT
+725.1%
+1,247.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.3% |
| 7D | +14.6% | +4.0% | +10.6% | +12.2% |
| 30D | -26.0% | -11.3% | -14.7% | -20.2% |
| 3M | -42.6% | -12.3% | -30.3% | -37.7% |
| 6M | -35.3% | -10.8% | -24.4% | -30.2% |
| YTD | +92.5% | +8.2% | +84.3% | +86.8% |
| 1Y | +102.4% | +1.5% | +100.9% | +103.5% |
| 3Y | +673.8% | +91.5% | +582.4% | +459.8% |
| 5Y | +463.1% | +130.2% | +332.8% | +260.0% |
| All | +1,972.8% | +725.1% | +1,247.8% | +572.9% |
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 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