+443.6%
STX vs TT
+129.2%
+314.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -2.8% |
| 7D | -28.5% | -2.0% | -26.5% | -27.2% |
| 30D | -42.9% | -14.0% | -28.9% | -36.6% |
| 3M | -45.9% | -15.9% | -30.0% | -39.1% |
| 6M | -41.3% | -17.3% | -24.0% | -32.9% |
| YTD | +67.9% | +4.0% | +64.0% | +66.3% |
| 1Y | +66.5% | -7.1% | +73.6% | +76.8% |
| 3Y | +588.0% | +90.2% | +497.7% | +387.3% |
| All | +443.6% | +129.2% | +314.4% | +213.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling