+98.3%
STM vs TE
-49.8%
+148.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.4% |
| 7D | +1.7% | +15.0% | -13.3% | -0.6% |
| 30D | -5.2% | -7.5% | +2.4% | -4.4% |
| 3M | -29.6% | -42.0% | +12.3% | -24.6% |
| 6M | +54.4% | -31.4% | +85.8% | +58.3% |
| YTD | +99.5% | -26.5% | +126.0% | +99.4% |
| 1Y | +100.8% | +153.1% | -52.3% | +61.2% |
| 3Y | +20.2% | -20.7% | +40.8% | +4.6% |
| 5Y | +21.1% | -45.4% | +66.6% | +7.7% |
| All | +98.3% | -49.8% | +148.0% | +72.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling