-2.2%
TT vs STT
+48.0%
-50.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.1% |
| 7D | +0.8% | +1.1% | -0.3% | +0.3% |
| 30D | -11.8% | -1.9% | -9.9% | -11.0% |
| 3M | -11.6% | -7.6% | -4.0% | -8.4% |
| 6M | -9.3% | +16.0% | -25.3% | -15.6% |
| YTD | +8.9% | +36.2% | -27.3% | -7.2% |
| 1Y | -2.2% | +46.8% | -49.0% | -19.3% |
| All | -2.2% | +48.0% | -50.2% | -19.3% |
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 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