+413.8%
TPR vs STT
+177.3%
+236.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.2% | -0.8% | +0.8% |
| 7D | +12.7% | +0.9% | +11.8% | +11.8% |
| 30D | +17.1% | -2.3% | +19.4% | +18.2% |
| 3M | -15.9% | -7.5% | -8.4% | -12.7% |
| 6M | +2.6% | +14.9% | -12.3% | -6.3% |
| YTD | +7.5% | +34.9% | -27.4% | -10.8% |
| 1Y | +32.9% | +47.1% | -14.2% | +4.8% |
| 3Y | +413.8% | +179.6% | +234.2% | +155.9% |
| All | +413.8% | +177.3% | +236.5% | +155.9% |
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