+80.0%
STM vs TE
-80.5%
+160.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.1% |
| 7D | +12.0% | -19.1% | +31.1% | +15.6% |
| 30D | -0.4% | -34.1% | +33.8% | +5.9% |
| 3M | -13.2% | -60.1% | +46.9% | -0.9% |
| 6M | -26.1% | -66.0% | +39.9% | -14.4% |
| YTD | +81.2% | -71.4% | +152.6% | +108.1% |
| 1Y | +98.3% | -45.3% | +143.6% | +105.4% |
| 3Y | +16.7% | +9.1% | +7.6% | -6.4% |
| 5Y | -4.8% | -82.6% | +77.7% | -0.7% |
| All | +80.0% | -80.5% | +160.5% | +80.1% |
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