+234.4%
STM vs TRI
+581.4%
-347.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.3% |
| 7D | +1.4% | -7.2% | +8.6% | +5.2% |
| 30D | -8.4% | +4.4% | -12.8% | -12.9% |
| 3M | -15.8% | +4.5% | -20.3% | -22.1% |
| 6M | -22.8% | +23.7% | -46.5% | -40.5% |
| YTD | +79.4% | -14.4% | +93.7% | +69.1% |
| 1Y | +97.0% | -17.4% | +114.3% | +90.5% |
| 3Y | +14.2% | -11.0% | +25.2% | +0.4% |
| 5Y | -4.5% | +0.7% | -5.1% | -23.6% |
| 10Y | +463.1% | +224.0% | +239.0% | +90.4% |
| All | +234.4% | +581.4% | -347.0% | -55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling