+54.6%
TER vs STM
-15.6%
+70.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.9% | -0.7% |
| 7D | -20.5% | -10.7% | -9.7% | -13.1% |
| 30D | -47.0% | -25.7% | -21.3% | -33.8% |
| 3M | -43.3% | -21.6% | -21.7% | -31.5% |
| 6M | -42.9% | -27.8% | -15.1% | -27.2% |
| YTD | +12.9% | +61.8% | -48.9% | -19.8% |
| 1Y | +18.2% | +78.1% | -59.9% | -21.5% |
| 3Y | +151.8% | +4.9% | +146.9% | +130.1% |
| All | +54.6% | -15.6% | +70.1% | +63.1% |
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