+21.1%
STM vs TRU
-1.9%
+23.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.2% |
| 7D | +5.2% | -7.2% | +12.4% | +7.1% |
| 30D | -7.4% | -2.8% | -4.5% | -7.0% |
| 3M | -30.6% | +13.0% | -43.7% | -34.3% |
| 6M | +66.4% | +0.7% | +65.7% | +62.8% |
| YTD | +101.1% | -9.0% | +110.1% | +102.0% |
| 1Y | +97.4% | -16.3% | +113.7% | +103.5% |
| 3Y | +21.1% | -1.1% | +22.2% | +21.1% |
| All | +21.1% | -1.9% | +23.0% | +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