+12.1%
STM vs TEM
+98.6%
-86.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.7% |
| 7D | +1.4% | +5.1% | -3.6% | +0.8% |
| 30D | -8.4% | +16.8% | -25.2% | -10.3% |
| 3M | -15.8% | +42.6% | -58.4% | -20.8% |
| 6M | -22.8% | +63.9% | -86.7% | -29.2% |
| YTD | +79.4% | +34.5% | +44.8% | +67.3% |
| 1Y | +97.0% | +11.0% | +86.0% | +88.1% |
| All | +12.1% | +98.6% | -86.5% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 10y: compounded portfolio wealth divided by compounded TEM 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…
10y analysis · Full analysis span regression · 6 months rolling