-5.7%
STM vs TRI
-0.5%
-5.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -7.9% | -1.6% | -6.3% | -8.0% |
| 30D | -14.1% | +5.0% | -19.2% | -15.3% |
| 3M | -17.6% | +4.6% | -22.2% | -19.0% |
| 6M | -24.2% | +18.3% | -42.5% | -28.5% |
| YTD | +73.3% | -14.7% | +88.0% | +92.1% |
| 1Y | +90.1% | -16.7% | +106.8% | +113.9% |
| 3Y | +10.3% | -11.3% | +21.7% | +5.9% |
| 5Y | -5.7% | -0.6% | -5.2% | -27.7% |
| All | -5.7% | -0.5% | -5.2% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling