+59.7%
TEM vs STT
+189.4%
-129.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.9% |
| 7D | +3.2% | +2.2% | +1.1% | +0.8% |
| 30D | +23.5% | +3.9% | +19.6% | +16.7% |
| 3M | +32.3% | +19.2% | +13.1% | +4.0% |
| 6M | +23.0% | +60.4% | -37.4% | -34.3% |
| YTD | +8.9% | +51.5% | -42.6% | -38.4% |
| 1Y | -19.9% | +76.3% | -96.1% | -64.3% |
| All | +59.7% | +189.4% | -129.6% | -67.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling