+3,426.5%
STX vs TPR
+325.8%
+3,100.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +2.4% | -2.3% | +4.7% | +3.1% |
| 30D | +1.4% | -23.0% | +24.4% | +8.5% |
| 3M | -8.2% | -12.5% | +4.3% | -6.2% |
| 6M | +127.0% | -21.4% | +148.5% | +139.5% |
| YTD | +209.1% | -3.5% | +212.7% | +204.3% |
| 1Y | +365.4% | +17.4% | +348.1% | +329.0% |
| 3Y | +1,135.4% | +291.3% | +844.1% | +658.9% |
| 5Y | +991.5% | +241.9% | +749.6% | +581.3% |
| All | +3,426.5% | +325.8% | +3,100.8% | +1,824.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling