+902.6%
TT vs STT
+269.9%
+632.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | 0.0% | +0.5% | -0.5% | -0.2% |
| 30D | -7.2% | +3.9% | -11.0% | -8.7% |
| 3M | -3.0% | +20.0% | -22.9% | -10.3% |
| 6M | +1.4% | +55.3% | -54.0% | -15.9% |
| YTD | +15.9% | +53.3% | -37.4% | -3.6% |
| 1Y | +9.4% | +74.7% | -65.3% | -14.1% |
| 3Y | +124.4% | +205.8% | -81.5% | +36.7% |
| 5Y | +138.0% | +145.0% | -7.0% | +52.9% |
| All | +902.6% | +269.9% | +632.7% | +386.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling