+741.5%
TT vs STT
+203.9%
+537.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.3% |
| 7D | +3.5% | +0.4% | +3.1% | +3.4% |
| 30D | -11.0% | -0.4% | -10.6% | -10.9% |
| 3M | -12.0% | -6.5% | -5.5% | -9.6% |
| 6M | -10.4% | +17.2% | -27.6% | -16.4% |
| YTD | +9.9% | +38.2% | -28.3% | -4.4% |
| 1Y | +1.5% | +49.3% | -47.8% | -14.6% |
| 3Y | +93.7% | +181.9% | -88.2% | +22.6% |
| 5Y | +139.2% | +106.9% | +32.3% | +66.0% |
| 10Y | +741.5% | +203.1% | +538.3% | +372.2% |
| All | +741.5% | +203.9% | +537.5% | +372.2% |
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