+465.1%
STM vs TRI
+225.2%
+239.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | +12.0% | -2.9% | +14.9% | +12.9% |
| 30D | -0.4% | +3.7% | -4.1% | -3.2% |
| 3M | -13.2% | +3.7% | -16.9% | -16.8% |
| 6M | -26.1% | +35.1% | -61.2% | -40.4% |
| YTD | +81.2% | -14.0% | +95.2% | +86.2% |
| 1Y | +98.3% | -19.0% | +117.3% | +112.7% |
| 3Y | +16.7% | -12.0% | +28.7% | +10.5% |
| 5Y | -4.8% | +0.6% | -5.5% | -20.6% |
| All | +465.1% | +225.2% | +239.8% | +147.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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