+62.5%
T vs STM
+470.7%
-408.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +2.5% | +12.0% | -9.5% | +1.7% |
| 30D | -3.8% | -0.4% | -3.4% | -4.0% |
| 3M | -8.7% | -13.2% | +4.4% | -8.1% |
| 6M | -8.1% | -26.1% | +17.9% | -7.2% |
| YTD | -6.4% | +81.2% | -87.6% | -14.5% |
| 1Y | -9.8% | +98.3% | -108.1% | -18.4% |
| 3Y | +65.5% | +16.7% | +48.8% | +55.6% |
| 5Y | +57.0% | -4.8% | +61.8% | +48.3% |
| All | +62.5% | +470.7% | -408.2% | +30.5% |
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