+265.7%
TSM vs STT
+104.1%
+161.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.6% |
| 7D | +6.2% | +4.8% | +1.4% | +4.0% |
| 30D | -7.3% | +3.9% | -11.2% | -8.6% |
| 3M | -7.1% | -8.2% | +1.0% | -3.3% |
| 6M | +0.2% | +15.6% | -15.4% | -6.1% |
| YTD | +32.2% | +37.6% | -5.4% | +14.1% |
| 1Y | +42.8% | +50.1% | -7.3% | +18.6% |
| 3Y | +330.4% | +183.1% | +147.3% | +166.7% |
| All | +265.7% | +104.1% | +161.6% | +152.1% |
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