+2,628.6%
TFC vs STT
+6,508.4%
-3,879.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +0.3% |
| 7D | +0.3% | +0.9% | -0.6% | -0.2% |
| 30D | +9.2% | -2.3% | +11.5% | +10.3% |
| 3M | -2.9% | -7.0% | +4.1% | +0.6% |
| 6M | +3.5% | +15.5% | -12.0% | -4.3% |
| YTD | +5.4% | +35.6% | -30.2% | -10.4% |
| 1Y | +17.3% | +47.9% | -30.5% | -4.7% |
| 3Y | +96.7% | +181.1% | -84.4% | +15.9% |
| 5Y | -1.1% | +108.2% | -109.3% | -32.9% |
| 10Y | +84.7% | +201.0% | -116.3% | +4.7% |
| All | +2,628.6% | +6,508.4% | -3,879.8% | +534.2% |
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