+13,171.6%
TSM vs STT
+862.0%
+12,309.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.7% |
| 7D | +4.4% | +0.4% | +4.0% | +4.5% |
| 30D | -7.0% | -0.4% | -6.5% | -6.6% |
| 3M | -1.8% | -6.5% | +4.7% | +0.9% |
| 6M | +2.7% | +17.2% | -14.5% | -3.3% |
| YTD | +37.1% | +38.2% | -1.1% | +21.1% |
| 1Y | +43.5% | +49.3% | -5.8% | +23.0% |
| 3Y | +341.5% | +181.9% | +159.6% | +194.4% |
| 5Y | +278.9% | +106.9% | +171.9% | +176.4% |
| 10Y | +1,641.8% | +203.1% | +1,438.7% | +920.3% |
| All | +13,171.6% | +862.0% | +12,309.6% | +2,201.3% |
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 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