+365.4%
STX vs TPR
+18.2%
+347.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.4% |
| 7D | +2.4% | -2.7% | +5.0% | +2.8% |
| 30D | +1.4% | -23.3% | +24.6% | +5.8% |
| 3M | -8.2% | -12.8% | +4.6% | -8.5% |
| 6M | +127.0% | -21.7% | +148.8% | +133.3% |
| YTD | +209.1% | -3.9% | +213.0% | +196.6% |
| 1Y | +365.4% | +16.9% | +348.5% | +302.5% |
| All | +365.4% | +18.2% | +347.3% | +302.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling