+1,045.1%
STX vs TE
-78.2%
+1,123.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +2.9% | +7.1% | +9.7% |
| 7D | -1.0% | -22.0% | +21.0% | +1.8% |
| 30D | -26.8% | -33.6% | +6.9% | -23.6% |
| 3M | -32.7% | -61.1% | +28.4% | -26.5% |
| 6M | -33.7% | -64.7% | +31.0% | -27.6% |
| YTD | +101.0% | -68.1% | +169.1% | +118.7% |
| 1Y | +92.7% | -51.7% | +144.4% | +101.2% |
| 3Y | +708.7% | +42.0% | +666.7% | +597.9% |
| 5Y | +504.0% | -80.8% | +584.8% | +523.7% |
| All | +1,045.1% | -78.2% | +1,123.4% | +1,067.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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