+379.1%
TPR vs STT
+204.5%
+174.6%
-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% | -10.5% | -7.2% | -12.0% |
| 6M | -10.2% | +10.0% | -20.2% | -16.8% |
| YTD | +4.9% | +30.7% | -25.8% | -14.0% |
| 1Y | +36.1% | +43.8% | -7.6% | +4.5% |
| 3Y | +416.5% | +168.1% | +248.4% | +151.7% |
| 5Y | +254.8% | +101.4% | +153.4% | +101.3% |
| All | +379.1% | +204.5% | +174.6% | +90.6% |
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