+66.5%
STX vs TT
-7.6%
+74.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -3.4% |
| 7D | -28.5% | -2.0% | -26.5% | -26.7% |
| 30D | -42.9% | -14.0% | -28.9% | -34.4% |
| 3M | -45.9% | -15.9% | -30.0% | -36.9% |
| 6M | -41.3% | -17.3% | -24.0% | -29.7% |
| YTD | +67.9% | +4.0% | +64.0% | +65.4% |
| 1Y | +66.5% | -7.1% | +73.6% | +86.0% |
| All | +66.5% | -7.6% | +74.1% | +86.0% |
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