+10.3%
STM vs TRU
+57.9%
-47.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.6% |
| 7D | -7.9% | +4.6% | -12.5% | -9.0% |
| 30D | -14.1% | +25.4% | -39.6% | -19.6% |
| 3M | -17.6% | +4.0% | -21.6% | -19.3% |
| 6M | -24.2% | +14.5% | -38.7% | -29.3% |
| YTD | +73.3% | -3.7% | +77.0% | +70.7% |
| 1Y | +90.1% | +2.8% | +87.3% | +81.3% |
| 3Y | +10.3% | +58.5% | -48.2% | -21.1% |
| All | +10.3% | +57.9% | -47.5% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling