+13,847.2%
TT vs STT
+6,256.2%
+7,591.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.7% | +0.3% | -2.7% |
| 7D | -9.0% | -4.9% | -4.1% | -7.2% |
| 30D | -17.6% | -6.0% | -11.6% | -15.7% |
| 3M | -18.7% | -11.7% | -7.0% | -14.9% |
| 6M | -17.4% | +11.7% | -29.1% | -20.9% |
| YTD | +1.5% | +30.4% | -28.9% | -8.4% |
| 1Y | -9.4% | +43.9% | -53.3% | -21.2% |
| 3Y | +85.1% | +165.4% | -80.3% | +26.6% |
| 5Y | +125.7% | +101.0% | +24.7% | +66.2% |
| 10Y | +757.3% | +210.7% | +546.6% | +408.4% |
| All | +13,847.2% | +6,256.2% | +7,591.0% | +2,034.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling