+7,716.4%
TPR vs STT
+395.3%
+7,321.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -2.3% | +0.5% | -2.8% | -2.5% |
| 30D | -23.0% | +3.9% | -26.8% | -24.4% |
| 3M | -12.5% | +20.0% | -32.4% | -19.8% |
| 6M | -21.4% | +55.3% | -76.7% | -36.3% |
| YTD | -3.5% | +53.3% | -56.8% | -21.5% |
| 1Y | +17.4% | +74.7% | -57.3% | -10.4% |
| 3Y | +291.3% | +205.8% | +85.4% | +127.9% |
| 5Y | +241.9% | +145.0% | +96.9% | +116.0% |
| 10Y | +322.7% | +266.0% | +56.7% | +123.8% |
| All | +7,716.4% | +395.3% | +7,321.2% | +2,139.9% |
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 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