+33.9%
TER vs STM
+90.1%
-56.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +6.8% | +6.0% | +7.2% |
| 7D | -5.8% | -5.6% | -0.2% | -0.6% |
| 30D | -38.9% | -14.4% | -24.5% | -30.4% |
| 3M | -35.1% | -20.5% | -14.7% | -21.4% |
| 6M | -31.6% | -24.5% | -7.1% | -13.0% |
| YTD | +27.2% | +72.7% | -45.4% | -10.7% |
| All | +33.9% | +90.1% | -56.2% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling