-50.0%
TE vs STT
+185.0%
-235.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +15.0% | +1.0% | +14.0% | +14.5% |
| 30D | -7.5% | +2.8% | -10.3% | -8.7% |
| 3M | -42.0% | +18.1% | -60.1% | -46.0% |
| 6M | -31.4% | +59.2% | -90.6% | -43.7% |
| YTD | -26.5% | +51.5% | -78.0% | -38.4% |
| 1Y | +153.1% | +75.7% | +77.4% | +101.0% |
| 3Y | -20.7% | +200.8% | -221.4% | -46.1% |
| 5Y | -45.4% | +155.8% | -201.2% | -62.6% |
| All | -50.0% | +185.0% | -235.0% | -65.7% |
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