+256.1%
TPR vs STT
+100.0%
+156.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +14.2% | -2.5% | +16.7% | +15.5% |
| 30D | +17.1% | -5.0% | +22.0% | +20.1% |
| 3M | -17.7% | -10.5% | -7.2% | -12.9% |
| 6M | -10.2% | +10.0% | -20.2% | -15.9% |
| YTD | +4.9% | +30.7% | -25.8% | -11.5% |
| 1Y | +36.1% | +43.8% | -7.6% | +8.6% |
| 3Y | +416.5% | +168.1% | +248.4% | +179.2% |
| All | +256.1% | +100.0% | +156.1% | +118.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling