+98.3%
STM vs TE
-49.1%
+147.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.2% |
| 7D | +12.0% | -19.1% | +31.1% | +16.7% |
| 30D | -0.4% | -34.1% | +33.8% | +7.8% |
| 3M | -13.2% | -60.1% | +46.9% | +2.5% |
| 6M | -26.1% | -66.0% | +39.9% | -6.5% |
| YTD | +81.2% | -71.4% | +152.6% | +127.5% |
| 1Y | +98.3% | -45.3% | +143.6% | +139.6% |
| All | +98.3% | -49.1% | +147.4% | +139.6% |
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 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