+1,883.6%
STX vs TPR
+383.4%
+1,500.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -28.5% | +14.2% | -42.7% | -31.7% |
| 30D | -42.9% | +17.1% | -60.0% | -46.0% |
| 3M | -45.9% | -17.7% | -28.2% | -43.8% |
| 6M | -41.3% | -10.2% | -31.1% | -41.2% |
| YTD | +67.9% | +4.9% | +63.0% | +59.5% |
| 1Y | +66.5% | +36.1% | +30.4% | +45.5% |
| 3Y | +588.0% | +416.5% | +171.5% | +284.7% |
| 5Y | +449.1% | +254.8% | +194.3% | +235.6% |
| All | +1,883.6% | +383.4% | +1,500.2% | +970.0% |
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