+0.4%
STM vs TPR
+412.6%
-412.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +7.1% | -19.5% | -15.1% |
| 7D | -20.1% | +13.9% | -33.9% | -24.5% |
| 30D | -32.0% | +14.9% | -46.9% | -36.1% |
| 3M | -24.2% | -15.4% | -8.8% | -20.0% |
| 6M | -29.9% | -4.5% | -25.5% | -30.5% |
| YTD | +54.9% | +6.0% | +48.9% | +46.5% |
| 1Y | +68.0% | +24.3% | +43.7% | +47.1% |
| All | +0.4% | +412.6% | -412.2% | -55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling