+13.2%
STM vs TEM
+79.0%
-65.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.7% | +6.2% | +1.4% |
| 7D | +12.0% | -5.9% | +17.9% | +12.9% |
| 30D | -0.4% | +4.8% | -5.2% | -1.0% |
| 3M | -13.2% | +31.9% | -45.1% | -17.5% |
| 6M | -26.1% | +56.0% | -82.1% | -31.7% |
| YTD | +81.2% | +21.3% | +59.9% | +71.5% |
| 1Y | +98.3% | +5.4% | +92.9% | +90.9% |
| All | +13.2% | +79.0% | -65.8% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling