+634.8%
STX vs TPR
+416.0%
+218.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -17.3% | +12.1% | -29.3% | -19.7% |
| 30D | -35.9% | +16.7% | -52.6% | -38.5% |
| 3M | -37.3% | -17.4% | -19.9% | -34.6% |
| 6M | -35.8% | +2.3% | -38.1% | -38.1% |
| YTD | +82.7% | +7.1% | +75.6% | +72.7% |
| 1Y | +71.6% | +29.5% | +42.1% | +51.7% |
| All | +634.8% | +416.0% | +218.8% | +326.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling