+13,634.3%
TSM vs STT
+967.3%
+12,667.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.0% |
| 3M | -3.4% | +20.0% | -23.3% | -10.0% |
| 6M | +20.6% | +55.3% | -34.7% | +1.9% |
| YTD | +41.9% | +53.3% | -11.5% | +20.2% |
| 1Y | +84.4% | +74.7% | +9.7% | +48.6% |
| 3Y | +380.2% | +205.8% | +174.4% | +209.5% |
| 5Y | +275.3% | +145.0% | +130.3% | +155.6% |
| 10Y | +1,751.4% | +266.0% | +1,485.4% | +906.3% |
| All | +13,634.3% | +967.3% | +12,667.0% | +2,184.3% |
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