+736.3%
TT vs STT
+198.3%
+538.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +4.0% | +4.8% | -0.7% | +2.1% |
| 30D | -11.3% | +3.9% | -15.2% | -12.7% |
| 3M | -12.3% | -8.2% | -4.1% | -9.2% |
| 6M | -10.8% | +15.6% | -26.5% | -16.3% |
| YTD | +8.2% | +37.6% | -29.5% | -5.8% |
| 1Y | +1.5% | +50.1% | -48.7% | -14.8% |
| 3Y | +91.5% | +183.1% | -91.6% | +20.9% |
| 5Y | +130.2% | +104.8% | +25.4% | +60.3% |
| All | +736.3% | +198.3% | +538.0% | +368.8% |
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