+34.8%
SBUX vs TE
-53.0%
+87.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.3% |
| 7D | -3.1% | -4.0% | +0.8% | -2.9% |
| 30D | -0.9% | -15.9% | +15.0% | -0.1% |
| 3M | +11.6% | -60.5% | +72.2% | +16.3% |
| 6M | +8.8% | -35.2% | +44.0% | +8.5% |
| YTD | +26.3% | -31.1% | +57.4% | +24.3% |
| 1Y | +23.1% | +148.6% | -125.5% | +6.9% |
| 3Y | +15.0% | -26.4% | +41.4% | +4.3% |
| 5Y | +0.4% | -48.0% | +48.4% | -8.8% |
| All | +34.8% | -53.0% | +87.7% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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