+21.1%
STM vs TRI
-17.7%
+38.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | -0.7% |
| 7D | +5.2% | -7.1% | +12.3% | +5.0% |
| 30D | -7.4% | -2.3% | -5.0% | -7.4% |
| 3M | -30.6% | +19.6% | -50.2% | -30.9% |
| 6M | +66.4% | -8.7% | +75.1% | +75.0% |
| YTD | +101.1% | -22.3% | +123.4% | +126.3% |
| 1Y | +97.4% | -40.7% | +138.0% | +149.9% |
| 3Y | +21.1% | -17.8% | +38.9% | +28.2% |
| All | +21.1% | -17.7% | +38.8% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling