+57.8%
T vs STM
-5.6%
+63.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +1.6% | +16.3% | -14.6% | +1.5% |
| 30D | -2.9% | -6.3% | +3.3% | -2.9% |
| 3M | -7.5% | -14.1% | +6.6% | -7.4% |
| 6M | -9.9% | -19.6% | +9.7% | -10.2% |
| YTD | -6.4% | +80.1% | -86.6% | -10.4% |
| 1Y | -9.4% | +95.4% | -104.8% | -13.7% |
| 3Y | +64.9% | +14.7% | +50.2% | +61.8% |
| All | +57.8% | -5.6% | +63.5% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling