+1.5%
TT vs STT
+46.7%
-45.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +4.0% | +4.8% | -0.7% | +1.8% |
| 30D | -11.3% | +3.9% | -15.2% | -12.8% |
| 3M | -12.3% | -8.2% | -4.1% | -9.0% |
| 6M | -10.8% | +15.6% | -26.5% | -16.8% |
| YTD | +8.2% | +37.6% | -29.5% | -8.0% |
| 1Y | +1.5% | +50.1% | -48.7% | -17.2% |
| All | +1.5% | +46.7% | -45.2% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling