+25.4%
TMO vs STT
+53.6%
-28.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.6% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +4.3% | -1.7% | +6.0% | +4.7% |
| 3M | +25.1% | -6.4% | +31.5% | +26.8% |
| 6M | +52.9% | +17.7% | +35.2% | +40.0% |
| YTD | +22.2% | +36.9% | -14.7% | +3.5% |
| 1Y | +25.4% | +52.0% | -26.7% | +1.5% |
| All | +25.4% | +53.6% | -28.2% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling