+96.5%
STM vs TPR
+20.9%
+75.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.5% | -9.6% | -7.2% |
| 7D | -6.0% | +12.6% | -18.7% | -9.6% |
| 30D | -20.9% | +7.1% | -28.1% | -22.8% |
| 3M | -15.8% | -19.4% | +3.6% | -9.7% |
| 6M | -17.0% | -9.7% | -7.3% | -16.3% |
| YTD | +76.8% | -1.0% | +77.8% | +75.4% |
| 1Y | +96.5% | +19.3% | +77.2% | +86.1% |
| All | +96.5% | +20.9% | +75.6% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling