-78.9%
TE vs STT
+156.2%
-235.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.4% | -10.0% | -9.8% |
| 7D | -26.9% | +1.1% | -28.0% | -27.1% |
| 30D | -38.9% | -1.9% | -37.0% | -38.1% |
| 3M | -61.0% | -7.6% | -53.4% | -59.4% |
| 6M | -66.4% | +16.0% | -82.4% | -68.1% |
| YTD | -69.0% | +36.2% | -105.2% | -72.6% |
| 1Y | -54.0% | +46.8% | -100.8% | -60.5% |
| 3Y | +38.0% | +177.8% | -139.8% | -1.7% |
| 5Y | -81.0% | +105.8% | -186.8% | -86.2% |
| All | -78.9% | +156.2% | -235.1% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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