+21.7%
STM vs TE
-27.6%
+49.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.7% |
| 7D | +5.8% | -4.0% | +9.8% | +6.3% |
| 30D | -1.0% | -15.9% | +14.9% | +1.0% |
| 3M | -33.3% | -60.5% | +27.3% | -26.2% |
| 6M | +57.4% | -35.2% | +92.6% | +63.0% |
| YTD | +102.2% | -31.1% | +133.3% | +105.6% |
| 1Y | +99.6% | +148.6% | -49.1% | +71.2% |
| All | +21.7% | -27.6% | +49.2% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling