+2,624.8%
TFC vs STT
+6,635.6%
-4,010.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.8% |
| 7D | -1.2% | +0.4% | -1.6% | -1.5% |
| 30D | +7.8% | -0.4% | +8.2% | +7.9% |
| 3M | -3.0% | -6.5% | +3.5% | +0.2% |
| 6M | +5.8% | +17.2% | -11.4% | -2.9% |
| YTD | +5.3% | +38.2% | -32.9% | -11.4% |
| 1Y | +15.7% | +49.3% | -33.6% | -6.5% |
| 3Y | +94.8% | +181.9% | -87.1% | +14.6% |
| 5Y | 0.0% | +106.9% | -106.9% | -32.0% |
| 10Y | +79.0% | +203.1% | -124.1% | +1.0% |
| All | +2,624.8% | +6,635.6% | -4,010.8% | +527.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling