-76.7%
TE vs STT
+153.8%
-230.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.2% | -6.2% | -4.5% |
| 7D | -10.5% | +0.9% | -11.5% | -10.7% |
| 30D | -32.4% | -2.3% | -30.1% | -31.4% |
| 3M | -60.9% | -7.5% | -53.4% | -59.3% |
| 6M | -62.8% | +14.9% | -77.7% | -64.6% |
| YTD | -65.7% | +34.9% | -100.6% | -69.6% |
| 1Y | -39.9% | +47.1% | -87.0% | -48.4% |
| 3Y | +10.6% | +179.6% | -169.0% | -21.2% |
| 5Y | -79.7% | +107.1% | -186.8% | -85.2% |
| All | -76.7% | +153.8% | -230.4% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling