+448.1%
STX vs TEM
+89.7%
+358.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.7% |
| 7D | +16.8% | +7.8% | +9.1% | +15.8% |
| 30D | -27.0% | +11.2% | -38.3% | -27.8% |
| 3M | -37.9% | +39.0% | -76.8% | -40.3% |
| 6M | -32.5% | +61.6% | -94.1% | -36.5% |
| YTD | +98.6% | +28.5% | +70.1% | +89.9% |
| 1Y | +93.6% | +6.7% | +86.8% | +88.7% |
| All | +448.1% | +89.7% | +358.3% | +392.2% |
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