+481.0%
STX vs TT
+136.9%
+344.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +16.8% | +8.1% | +8.8% | +11.1% |
| 30D | -27.0% | -11.3% | -15.8% | -20.5% |
| 3M | -37.9% | -11.2% | -26.7% | -32.4% |
| 6M | -32.5% | -8.9% | -23.6% | -27.5% |
| YTD | +98.6% | +9.7% | +88.9% | +90.0% |
| 1Y | +93.6% | +1.3% | +92.3% | +94.8% |
| 3Y | +699.1% | +93.4% | +605.7% | +458.2% |
| 5Y | +481.0% | +133.5% | +347.5% | +224.7% |
| All | +481.0% | +136.9% | +344.2% | +224.7% |
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