+357.0%
TPR vs STT
+198.7%
+158.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.4% |
| 7D | -1.1% | +5.1% | -6.3% | -4.4% |
| 30D | +15.1% | -0.2% | +15.3% | +14.7% |
| 3M | -13.4% | -8.1% | -5.3% | -8.9% |
| 6M | +1.4% | +16.6% | -15.3% | -9.8% |
| YTD | +4.8% | +37.8% | -33.1% | -17.2% |
| 1Y | +29.2% | +46.8% | -17.6% | -2.2% |
| 3Y | +403.7% | +181.2% | +222.5% | +137.6% |
| 5Y | +230.8% | +105.1% | +125.7% | +85.7% |
| All | +357.0% | +198.7% | +158.3% | +78.0% |
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