+15,818.7%
TT vs STT
+7,372.9%
+8,445.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -0.2% | +0.5% | -0.7% | -0.4% |
| 30D | -7.4% | +3.9% | -11.2% | -8.7% |
| 3M | -3.2% | +20.0% | -23.2% | -9.6% |
| 6M | +1.1% | +55.3% | -54.2% | -14.2% |
| YTD | +15.6% | +53.3% | -37.7% | -1.7% |
| 1Y | +9.2% | +74.7% | -65.5% | -11.8% |
| 3Y | +124.4% | +205.8% | -81.5% | +45.5% |
| 5Y | +138.0% | +145.0% | -7.0% | +62.6% |
| 10Y | +886.4% | +266.0% | +620.4% | +450.6% |
| All | +15,818.7% | +7,372.9% | +8,445.7% | +2,195.7% |
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