-21.6%
STM vs TE
-55.1%
+33.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.5% | +0.9% | +3.1% |
| 7D | -10.7% | -12.6% | +1.9% | -6.3% |
| 30D | -25.7% | -36.7% | +11.0% | -14.9% |
| 3M | -21.6% | -57.5% | +35.9% | -1.6% |
| All | -21.6% | -55.1% | +33.6% | -1.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling