+371.7%
TPR vs STT
+203.9%
+167.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.7% |
| 7D | +6.4% | +0.4% | +6.0% | +5.7% |
| 30D | +13.8% | -0.4% | +14.2% | +13.5% |
| 3M | -16.6% | -6.5% | -10.2% | -13.4% |
| 6M | +0.7% | +17.2% | -16.5% | -10.7% |
| YTD | +5.3% | +38.2% | -32.9% | -16.9% |
| 1Y | +32.4% | +49.3% | -16.9% | -1.0% |
| 3Y | +406.4% | +181.9% | +224.5% | +138.4% |
| 5Y | +227.9% | +106.9% | +121.0% | +82.8% |
| 10Y | +371.7% | +203.1% | +168.6% | +81.2% |
| All | +371.7% | +203.9% | +167.8% | +81.2% |
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