+392.6%
STM vs TPR
+383.4%
+9.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.5% | +4.8% |
| 7D | -10.7% | +14.2% | -24.9% | -15.9% |
| 30D | -25.7% | +17.1% | -42.8% | -30.8% |
| 3M | -21.6% | -17.7% | -3.8% | -17.0% |
| 6M | -27.8% | -10.2% | -17.6% | -26.5% |
| YTD | +61.8% | +4.9% | +56.8% | +54.4% |
| 1Y | +78.1% | +36.1% | +42.0% | +52.7% |
| 3Y | +4.9% | +416.5% | -411.6% | -48.6% |
| 5Y | -14.3% | +254.8% | -269.0% | -52.8% |
| All | +392.6% | +383.4% | +9.2% | +128.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling