+84.7%
TFC vs STT
+211.9%
-127.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | -0.4% |
| 7D | +0.3% | +0.9% | -0.6% | -0.4% |
| 30D | +9.2% | -2.3% | +11.5% | +10.8% |
| 3M | -2.9% | -7.0% | +4.1% | +2.0% |
| 6M | +3.5% | +15.5% | -12.0% | -7.7% |
| YTD | +5.4% | +35.6% | -30.2% | -17.0% |
| 1Y | +17.3% | +47.9% | -30.5% | -13.5% |
| 3Y | +96.7% | +181.1% | -84.4% | -10.1% |
| 5Y | -1.1% | +108.2% | -109.3% | -45.5% |
| 10Y | +84.7% | +201.0% | -116.3% | -29.1% |
| All | +84.7% | +211.9% | -127.1% | -29.1% |
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