+234.9%
TPR vs STT
+104.1%
+130.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | -0.3% | +4.8% | -5.1% | -2.9% |
| 30D | +15.1% | +3.9% | +11.2% | +12.2% |
| 3M | +3.5% | -8.2% | +11.7% | +8.1% |
| 6M | +0.4% | +15.6% | -15.2% | -8.6% |
| YTD | +4.6% | +37.6% | -33.0% | -14.3% |
| 1Y | +33.1% | +50.1% | -17.0% | +3.6% |
| 3Y | +396.0% | +183.1% | +212.9% | +160.3% |
| All | +234.9% | +104.1% | +130.8% | +104.3% |
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