+3,091.6%
TER vs STM
+1,727.7%
+1,363.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -12.4% | -2.8% | -6.8% |
| 7D | -28.2% | -20.1% | -8.1% | -15.8% |
| 30D | -50.6% | -32.0% | -18.6% | -35.3% |
| 3M | -45.3% | -24.2% | -21.2% | -33.2% |
| 6M | -40.4% | -29.9% | -10.4% | -23.5% |
| YTD | +10.0% | +54.9% | -44.9% | -18.7% |
| 1Y | +13.6% | +68.0% | -54.4% | -20.4% |
| 3Y | +145.2% | -0.1% | +145.4% | +129.8% |
| 5Y | +50.4% | -17.9% | +68.2% | +58.7% |
| 10Y | +882.9% | +392.2% | +490.7% | +174.5% |
| All | +3,091.6% | +1,727.7% | +1,363.9% | +422.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling