+96.5%
STM vs TRU
+2.1%
+94.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.6% | -10.6% | -5.3% |
| 7D | -6.0% | +10.5% | -16.5% | -4.4% |
| 30D | -20.9% | +28.7% | -49.6% | -18.2% |
| 3M | -15.8% | +0.7% | -16.4% | -15.2% |
| 6M | -17.0% | +19.3% | -36.4% | -16.2% |
| YTD | +76.8% | -3.7% | +80.5% | +79.1% |
| 1Y | +96.5% | +3.4% | +93.1% | +92.9% |
| All | +96.5% | +2.1% | +94.4% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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