+2,108.4%
STX vs TPR
+378.8%
+1,729.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.7% | +11.7% | +10.5% |
| 7D | -1.0% | +6.4% | -7.4% | -3.2% |
| 30D | -26.8% | +13.8% | -40.5% | -30.1% |
| 3M | -32.7% | -16.6% | -16.1% | -30.3% |
| 6M | -33.7% | +0.7% | -34.4% | -35.9% |
| YTD | +101.0% | +5.3% | +95.7% | +90.7% |
| 1Y | +92.7% | +32.4% | +60.3% | +69.9% |
| 3Y | +708.7% | +406.4% | +302.3% | +355.4% |
| 5Y | +504.0% | +227.9% | +276.1% | +277.4% |
| 10Y | +2,108.4% | +371.7% | +1,736.6% | +1,098.0% |
| All | +2,108.4% | +378.8% | +1,729.5% | +1,098.0% |
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