-54.0%
TE vs STT
+48.0%
-102.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.4% | -10.0% | -10.1% |
| 7D | -26.9% | +1.1% | -28.0% | -27.4% |
| 30D | -38.9% | -1.9% | -37.0% | -36.9% |
| 3M | -61.0% | -7.6% | -53.4% | -56.9% |
| 6M | -66.4% | +16.0% | -82.4% | -70.7% |
| YTD | -69.0% | +36.2% | -105.2% | -77.6% |
| 1Y | -54.0% | +46.8% | -100.8% | -72.7% |
| All | -54.0% | +48.0% | -102.0% | -72.7% |
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 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