+678.9%
STM vs TPR
+321.0%
+357.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.8% | -2.3% | +8.1% | +6.8% |
| 30D | -1.0% | -23.0% | +22.0% | +8.6% |
| 3M | -33.3% | -12.5% | -20.8% | -30.6% |
| 6M | +57.4% | -21.4% | +78.8% | +70.6% |
| YTD | +102.2% | -3.5% | +105.7% | +101.5% |
| 1Y | +99.6% | +17.4% | +82.2% | +83.1% |
| 3Y | +14.5% | +291.3% | -276.7% | -36.9% |
| 5Y | +21.4% | +241.9% | -220.5% | -31.4% |
| All | +678.9% | +321.0% | +357.9% | +266.7% |
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