+808.5%
STX vs TEM
+60.7%
+747.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.5% | +7.0% | +6.5% |
| 7D | +10.7% | +3.2% | +7.5% | +10.4% |
| 30D | +11.3% | +23.5% | -12.2% | +8.4% |
| 3M | +3.2% | +32.3% | -29.1% | -0.6% |
| 6M | +157.0% | +23.0% | +134.0% | +148.0% |
| YTD | +229.2% | +8.9% | +220.3% | +220.9% |
| 1Y | +381.8% | -19.9% | +401.7% | +382.6% |
| All | +808.5% | +60.7% | +747.8% | +731.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling