+153.1%
TE vs STT
+76.7%
+76.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +15.0% | +1.0% | +14.0% | +13.5% |
| 30D | -7.5% | +2.8% | -10.3% | -11.0% |
| 3M | -42.0% | +18.1% | -60.1% | -53.2% |
| 6M | -31.4% | +59.2% | -90.6% | -60.3% |
| YTD | -26.5% | +51.5% | -78.0% | -56.5% |
| 1Y | +153.1% | +75.7% | +77.4% | +21.6% |
| All | +153.1% | +76.7% | +76.4% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling