+14,178.8%
TT vs STT
+6,268.9%
+7,909.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -2.0% | -2.5% | +0.5% | -1.1% |
| 30D | -14.0% | -5.0% | -9.1% | -12.4% |
| 3M | -15.9% | -10.5% | -5.4% | -12.4% |
| 6M | -17.3% | +10.0% | -27.3% | -20.4% |
| YTD | +4.0% | +30.7% | -26.7% | -6.2% |
| 1Y | -7.1% | +43.8% | -50.9% | -19.2% |
| 3Y | +90.2% | +168.1% | -77.8% | +29.6% |
| 5Y | +131.1% | +101.4% | +29.7% | +70.1% |
| 10Y | +777.7% | +211.3% | +566.4% | +420.1% |
| All | +14,178.8% | +6,268.9% | +7,909.9% | +2,084.1% |
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