+98.3%
STM vs TRI
-17.3%
+115.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | +12.0% | -2.9% | +14.9% | +11.0% |
| 30D | -0.4% | +3.7% | -4.1% | +1.3% |
| 3M | -13.2% | +3.7% | -16.9% | -10.7% |
| 6M | -26.1% | +35.1% | -61.2% | -19.0% |
| YTD | +81.2% | -14.0% | +95.2% | +120.9% |
| 1Y | +98.3% | -19.0% | +117.3% | +156.5% |
| All | +98.3% | -17.3% | +115.6% | +156.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling