+98.8%
STM vs TE
+136.1%
-37.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.7% | +5.1% | -0.6% |
| 7D | -1.1% | +0.9% | -1.9% | -1.3% |
| 30D | -7.8% | -16.3% | +8.5% | -5.7% |
| 3M | -28.2% | -40.8% | +12.6% | -23.6% |
| 6M | +52.0% | -42.6% | +94.6% | +63.0% |
| YTD | +96.4% | -31.4% | +127.8% | +105.8% |
| 1Y | +98.8% | +144.9% | -46.1% | +102.8% |
| All | +98.8% | +136.1% | -37.3% | +102.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling