-80.5%
TE vs STT
+158.9%
-239.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -19.1% | +4.8% | -23.8% | -20.9% |
| 30D | -34.1% | +3.9% | -38.1% | -35.1% |
| 3M | -60.1% | -8.2% | -52.0% | -58.3% |
| 6M | -66.0% | +15.6% | -81.6% | -67.7% |
| YTD | -71.4% | +37.6% | -109.0% | -74.9% |
| 1Y | -45.3% | +50.1% | -95.4% | -53.5% |
| 3Y | +9.1% | +183.1% | -173.9% | -22.7% |
| 5Y | -82.6% | +104.8% | -187.4% | -87.4% |
| All | -80.5% | +158.9% | -239.5% | -86.0% |
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