+26.3%
STM vs TEM
+61.6%
-35.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | +5.8% | +0.9% | +4.9% | +5.6% |
| 30D | -1.0% | +38.4% | -39.4% | -6.1% |
| 3M | -33.3% | +23.7% | -56.9% | -35.7% |
| 6M | +57.4% | +26.0% | +31.4% | +49.8% |
| YTD | +102.2% | +9.4% | +92.8% | +95.4% |
| 1Y | +99.6% | -17.3% | +116.9% | +98.8% |
| All | +26.3% | +61.6% | -35.2% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling