+444.1%
STM vs TPR
+386.9%
+57.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -7.9% | +12.1% | -20.0% | -12.5% |
| 30D | -14.1% | +16.7% | -30.8% | -19.8% |
| 3M | -17.6% | -17.4% | -0.2% | -12.8% |
| 6M | -24.2% | +2.3% | -26.5% | -26.6% |
| YTD | +73.3% | +7.1% | +66.2% | +64.1% |
| 1Y | +90.1% | +29.5% | +60.6% | +66.6% |
| 3Y | +10.3% | +415.0% | -404.7% | -45.8% |
| 5Y | -5.7% | +261.5% | -267.2% | -48.5% |
| 10Y | +444.1% | +383.3% | +60.8% | +149.4% |
| All | +444.1% | +386.9% | +57.2% | +149.4% |
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