+431.1%
STX vs TEM
+79.0%
+352.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.7% | +2.6% | -2.4% |
| 7D | +14.6% | -5.9% | +20.5% | +15.4% |
| 30D | -26.0% | +4.8% | -30.8% | -26.3% |
| 3M | -42.6% | +31.9% | -74.5% | -44.5% |
| 6M | -35.3% | +56.0% | -91.3% | -38.9% |
| YTD | +92.5% | +21.3% | +71.2% | +85.3% |
| 1Y | +102.4% | +5.4% | +97.0% | +97.7% |
| All | +431.1% | +79.0% | +352.1% | +380.3% |
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