+373.1%
TSM vs STT
+207.1%
+165.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +2.7% | +0.5% | +2.2% | +2.5% |
| 30D | +3.6% | +3.9% | -0.3% | +1.6% |
| 3M | -3.4% | +20.0% | -23.3% | -11.7% |
| 6M | +20.6% | +55.3% | -34.7% | -2.6% |
| YTD | +41.9% | +53.3% | -11.5% | +14.9% |
| 1Y | +84.4% | +74.7% | +9.7% | +40.6% |
| All | +373.1% | +207.1% | +165.9% | +180.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling