+465.1%
STM vs TPR
+364.3%
+100.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | +12.0% | -0.3% | +12.3% | +12.2% |
| 30D | -0.4% | +15.1% | -15.5% | -6.5% |
| 3M | -13.2% | +3.5% | -16.7% | -15.5% |
| 6M | -26.1% | +0.4% | -26.5% | -27.9% |
| YTD | +81.2% | +4.6% | +76.6% | +73.2% |
| 1Y | +98.3% | +33.1% | +65.2% | +71.8% |
| 3Y | +16.7% | +396.0% | -379.3% | -41.9% |
| 5Y | -4.8% | +230.3% | -235.1% | -46.2% |
| All | +465.1% | +364.3% | +100.8% | +164.4% |
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