+22.5%
STM vs TE
-41.1%
+63.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.0% | -10.5% | -2.0% |
| 7D | +5.2% | +18.2% | -13.0% | +2.4% |
| 30D | -7.4% | -13.5% | +6.1% | -5.7% |
| 3M | -30.6% | -44.6% | +13.9% | -25.2% |
| 6M | +66.4% | -24.7% | +91.1% | +68.6% |
| YTD | +101.1% | -24.3% | +125.4% | +100.2% |
| 1Y | +97.4% | +155.6% | -58.2% | +57.6% |
| 3Y | +21.1% | -18.3% | +39.4% | +6.7% |
| 5Y | +22.5% | -41.3% | +63.8% | +7.0% |
| All | +22.5% | -41.1% | +63.6% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling