+55.5%
T vs STM
+398.5%
-342.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.2% |
| 7D | +1.0% | -10.7% | +11.8% | +1.8% |
| 30D | -10.6% | -25.7% | +15.1% | -8.8% |
| 3M | -7.7% | -21.6% | +13.8% | -6.4% |
| 6M | -13.3% | -27.8% | +14.5% | -12.6% |
| YTD | -8.8% | +61.8% | -70.5% | -15.9% |
| 1Y | -8.4% | +78.1% | -86.5% | -16.6% |
| 3Y | +59.6% | +4.9% | +54.7% | +51.2% |
| 5Y | +52.1% | -14.3% | +66.3% | +44.6% |
| All | +55.5% | +398.5% | -342.9% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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