+235.8%
STM vs TRI
+584.0%
-348.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +16.3% | -7.5% | +23.8% | +20.9% |
| 30D | -6.3% | +3.9% | -10.2% | -10.7% |
| 3M | -14.1% | +7.2% | -21.3% | -21.7% |
| 6M | -19.6% | +27.0% | -46.5% | -39.1% |
| YTD | +80.1% | -14.0% | +94.2% | +69.5% |
| 1Y | +95.4% | -17.7% | +113.0% | +89.5% |
| 3Y | +14.7% | -10.7% | +25.3% | +0.7% |
| 5Y | -5.4% | +0.6% | -6.0% | -24.2% |
| 10Y | +465.5% | +225.3% | +240.2% | +90.8% |
| All | +235.8% | +584.0% | -348.1% | -55.1% |
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