+8,486.3%
TPR vs STT
+321.3%
+8,165.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.7% | +11.8% | +9.3% |
| 7D | +13.9% | -4.9% | +18.8% | +16.3% |
| 30D | +14.9% | -6.0% | +20.9% | +18.0% |
| 3M | -15.4% | -11.7% | -3.7% | -10.7% |
| 6M | -4.5% | +11.7% | -16.2% | -9.9% |
| YTD | +6.0% | +30.4% | -24.4% | -7.3% |
| 1Y | +24.3% | +43.9% | -19.6% | +3.8% |
| 3Y | +412.8% | +165.4% | +247.4% | +218.4% |
| 5Y | +258.4% | +101.0% | +157.4% | +148.0% |
| 10Y | +396.8% | +210.7% | +186.1% | +183.3% |
| All | +8,486.3% | +321.3% | +8,165.1% | +2,546.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling