+261.5%
TPR vs STT
+109.6%
+151.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.6% |
| 7D | +12.1% | +1.1% | +10.9% | +11.1% |
| 30D | +16.7% | -1.9% | +18.6% | +17.5% |
| 3M | -17.4% | -7.6% | -9.8% | -14.1% |
| 6M | +2.3% | +16.0% | -13.7% | -7.2% |
| YTD | +7.1% | +36.2% | -29.0% | -11.7% |
| 1Y | +29.5% | +46.8% | -17.3% | +2.1% |
| 3Y | +415.0% | +177.8% | +237.3% | +172.8% |
| 5Y | +261.5% | +105.8% | +155.6% | +117.9% |
| All | +261.5% | +109.6% | +151.9% | +117.9% |
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 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