+17.3%
TFC vs STT
+145.1%
-127.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +2.4% | +0.5% | +1.9% | +2.1% |
| 30D | -1.3% | +3.9% | -5.2% | -4.0% |
| 3M | +6.1% | +20.0% | -13.9% | -7.1% |
| 6M | +7.3% | +55.3% | -48.0% | -22.1% |
| YTD | +8.2% | +53.3% | -45.1% | -21.1% |
| 1Y | +14.4% | +74.7% | -60.3% | -24.3% |
| 3Y | +93.7% | +205.8% | -112.1% | -14.3% |
| All | +17.3% | +145.1% | -127.8% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling