+328.6%
TMO vs STT
+271.9%
+56.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | -0.6% | -0.4% | -0.2% | -0.5% |
| 30D | +1.1% | +1.7% | -0.6% | +0.6% |
| 3M | +28.3% | +17.9% | +10.4% | +22.1% |
| 6M | +23.3% | +55.3% | -32.0% | +8.4% |
| YTD | +5.5% | +52.7% | -47.2% | -7.0% |
| 1Y | +24.5% | +75.7% | -51.1% | +5.3% |
| 3Y | +19.6% | +197.9% | -178.3% | -13.2% |
| 5Y | +8.1% | +158.8% | -150.6% | -20.9% |
| All | +328.6% | +271.9% | +56.7% | +162.9% |
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