-45.3%
TE vs STT
+46.7%
-92.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -2.9% |
| 7D | -19.1% | +4.8% | -23.8% | -23.8% |
| 30D | -34.1% | +3.9% | -38.1% | -36.6% |
| 3M | -60.1% | -8.2% | -52.0% | -55.5% |
| 6M | -66.0% | +15.6% | -81.6% | -70.3% |
| YTD | -71.4% | +37.6% | -109.0% | -79.5% |
| 1Y | -45.3% | +50.1% | -95.4% | -68.1% |
| All | -45.3% | +46.7% | -92.0% | -68.1% |
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