+1,077.0%
TER vs STM
+468.1%
+608.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.5% | +4.8% | +5.9% |
| 7D | +5.9% | +1.4% | +4.4% | +5.7% |
| 30D | -30.8% | -8.4% | -22.4% | -25.7% |
| 3M | -29.9% | -15.8% | -14.1% | -19.8% |
| 6M | -27.5% | -22.8% | -4.6% | -12.4% |
| YTD | +37.5% | +79.4% | -41.9% | -7.0% |
| 1Y | +50.3% | +97.0% | -46.7% | -4.5% |
| 3Y | +204.9% | +14.2% | +190.7% | +163.3% |
| 5Y | +89.2% | -4.5% | +93.6% | +80.5% |
| 10Y | +1,077.0% | +463.1% | +613.9% | +322.4% |
| All | +1,077.0% | +468.1% | +608.9% | +322.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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