+789.9%
STX vs TEM
+53.2%
+736.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.7% | +2.6% | -1.6% |
| 7D | +9.6% | -1.1% | +10.6% | +9.7% |
| 30D | +10.6% | +11.3% | -0.7% | +9.0% |
| 3M | +4.8% | +25.5% | -20.7% | +1.4% |
| 6M | +137.3% | +17.1% | +120.1% | +130.1% |
| YTD | +222.5% | +3.8% | +218.7% | +215.9% |
| 1Y | +366.2% | -24.4% | +390.6% | +369.7% |
| All | +789.9% | +53.2% | +736.7% | +718.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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