-79.7%
TE vs STT
+107.7%
-187.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.2% | -6.2% | -5.8% |
| 7D | -10.5% | +0.9% | -11.5% | -10.9% |
| 30D | -32.4% | -2.3% | -30.1% | -30.5% |
| 3M | -60.9% | -7.5% | -53.4% | -57.9% |
| 6M | -62.8% | +14.9% | -77.7% | -66.4% |
| YTD | -65.7% | +34.9% | -100.6% | -73.1% |
| 1Y | -39.9% | +47.1% | -87.0% | -55.9% |
| 3Y | +10.6% | +179.6% | -169.0% | -47.0% |
| 5Y | -79.7% | +107.1% | -186.8% | -89.8% |
| All | -79.7% | +107.7% | -187.4% | -89.8% |
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