-53.2%
TE vs STT
+188.5%
-241.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.2% |
| 7D | -4.0% | +0.5% | -4.4% | -4.1% |
| 30D | -15.9% | +3.9% | -19.8% | -17.4% |
| 3M | -60.5% | +20.0% | -80.5% | -63.5% |
| 6M | -35.2% | +55.3% | -90.5% | -46.2% |
| YTD | -31.1% | +53.3% | -84.5% | -42.6% |
| 1Y | +148.6% | +74.7% | +73.9% | +97.8% |
| 3Y | -26.4% | +205.8% | -232.2% | -50.3% |
| 5Y | -48.0% | +145.0% | -193.0% | -64.5% |
| All | -53.2% | +188.5% | -241.6% | -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 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