+377.9%
TPR vs STT
+202.1%
+175.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.2% |
| 7D | +14.2% | -2.5% | +16.7% | +15.8% |
| 30D | +17.1% | -5.0% | +22.0% | +20.6% |
| 3M | -17.7% | -10.0% | -7.7% | -12.3% |
| 6M | -10.2% | +10.6% | -20.8% | -17.1% |
| YTD | +4.9% | +31.4% | -26.5% | -14.3% |
| 1Y | +36.1% | +44.5% | -8.4% | +4.1% |
| 3Y | +416.5% | +169.5% | +247.0% | +150.6% |
| 5Y | +254.8% | +102.5% | +152.3% | +100.4% |
| All | +377.9% | +202.1% | +175.8% | +90.0% |
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