+18.3%
TMO vs STT
+194.3%
-176.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -2.5% | -1.4% | -1.1% | -2.0% |
| 30D | -0.3% | +2.2% | -2.5% | -1.2% |
| 3M | +25.3% | +18.8% | +6.4% | +16.7% |
| 6M | +20.9% | +57.9% | -37.1% | +0.3% |
| YTD | +4.3% | +51.0% | -46.7% | -12.1% |
| 1Y | +27.0% | +77.1% | -50.1% | 0.0% |
| All | +18.3% | +194.3% | -176.0% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling