+202.8%
TER vs STM
+20.8%
+182.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.6% | +4.1% |
| 7D | +0.6% | +5.8% | -5.2% | -3.3% |
| 30D | -8.3% | -1.0% | -7.3% | -7.5% |
| 3M | -12.2% | -33.3% | +21.0% | +17.1% |
| 6M | +17.1% | +57.4% | -40.3% | -16.0% |
| YTD | +84.7% | +102.2% | -17.5% | +9.7% |
| 1Y | +199.9% | +99.6% | +100.3% | +77.0% |
| 3Y | +232.8% | +14.5% | +218.2% | +183.2% |
| All | +202.8% | +20.8% | +182.1% | +135.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling