+72.2%
STM vs TE
-78.8%
+151.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.6% | +10.0% | +1.9% |
| 7D | -7.9% | -26.9% | +18.9% | -3.3% |
| 30D | -14.1% | -38.9% | +24.8% | -7.6% |
| 3M | -17.6% | -61.0% | +43.4% | -5.7% |
| 6M | -24.2% | -66.4% | +42.2% | -12.3% |
| YTD | +73.3% | -69.0% | +142.3% | +96.7% |
| 1Y | +90.1% | -54.0% | +144.1% | +101.1% |
| 3Y | +10.3% | +38.0% | -27.7% | -15.2% |
| 5Y | -5.7% | -81.0% | +75.2% | -2.9% |
| All | +72.2% | -78.8% | +151.0% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling