+98.6%
TFC vs STT
+264.2%
-165.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.2% |
| 7D | +2.2% | +2.2% | +0.1% | +0.7% |
| 30D | -2.5% | +3.9% | -6.4% | -5.2% |
| 3M | +4.5% | +19.2% | -14.6% | -8.5% |
| 6M | +11.0% | +60.4% | -49.4% | -22.2% |
| YTD | +5.9% | +51.5% | -45.6% | -22.9% |
| 1Y | +14.6% | +76.3% | -61.7% | -25.7% |
| 3Y | +96.7% | +200.7% | -104.0% | -14.2% |
| 5Y | +15.6% | +157.5% | -141.9% | -45.5% |
| 10Y | +98.6% | +262.0% | -163.4% | -34.6% |
| All | +98.6% | +264.2% | -165.5% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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