-41.3%
TE vs STT
+150.3%
-191.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.2% | +11.2% | +11.0% |
| 7D | +18.2% | +2.2% | +16.0% | +16.0% |
| 30D | -13.5% | +3.9% | -17.4% | -16.4% |
| 3M | -44.6% | +19.2% | -63.8% | -52.1% |
| 6M | -24.7% | +60.4% | -85.1% | -48.7% |
| YTD | -24.3% | +51.5% | -75.7% | -46.2% |
| 1Y | +155.6% | +76.3% | +79.3% | +62.7% |
| 3Y | -18.3% | +200.7% | -219.0% | -63.0% |
| 5Y | -41.3% | +157.5% | -198.8% | -73.8% |
| All | -41.3% | +150.3% | -191.6% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling