-22.8%
STM vs TE
-64.4%
+41.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.6% | +2.5% |
| 7D | +1.4% | -22.0% | +23.4% | +9.9% |
| 30D | -8.4% | -33.6% | +25.3% | +3.7% |
| 3M | -15.8% | -61.1% | +45.3% | +11.2% |
| 6M | -22.8% | -64.7% | +41.9% | +4.4% |
| All | -22.8% | -64.4% | +41.5% | +4.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling