+7.9%
STM vs TEM
+111.1%
-103.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +11.0% | -4.3% | +5.2% |
| 7D | -5.6% | +7.6% | -13.2% | -6.5% |
| 30D | -14.4% | +19.0% | -33.5% | -16.5% |
| 3M | -20.5% | +62.2% | -82.7% | -26.6% |
| 6M | -24.5% | +69.4% | -93.9% | -31.1% |
| YTD | +72.7% | +43.0% | +29.7% | +59.7% |
| 1Y | +91.0% | +18.0% | +73.0% | +80.9% |
| All | +7.9% | +111.1% | -103.2% | -8.6% |
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