+644.6%
STM vs TRI
+191.2%
+453.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.1% |
| 7D | -1.1% | -14.4% | +13.3% | +4.6% |
| 30D | -7.8% | -8.1% | +0.3% | -5.5% |
| 3M | -28.2% | +17.5% | -45.7% | -35.9% |
| 6M | +52.0% | -5.0% | +56.9% | +47.1% |
| YTD | +96.4% | -24.7% | +121.1% | +116.5% |
| 1Y | +98.8% | -41.5% | +140.3% | +160.5% |
| 3Y | +18.3% | -20.3% | +38.6% | +16.9% |
| 5Y | +17.7% | -10.9% | +28.6% | +4.7% |
| All | +644.6% | +191.2% | +453.3% | +244.6% |
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