+544.6%
STM vs TRU
+247.4%
+297.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +1.4% | 0.0% | +1.5% | +1.4% |
| 30D | -8.4% | +24.3% | -32.6% | -18.7% |
| 3M | -15.8% | +2.3% | -18.1% | -18.9% |
| 6M | -22.8% | +17.7% | -40.5% | -32.8% |
| YTD | +79.4% | -3.8% | +83.1% | +69.8% |
| 1Y | +97.0% | -0.3% | +97.3% | +82.4% |
| 3Y | +14.2% | +58.4% | -44.2% | -24.5% |
| 5Y | -4.5% | -24.0% | +19.5% | -6.0% |
| 10Y | +463.1% | +187.9% | +275.1% | +199.1% |
| All | +544.6% | +247.4% | +297.3% | +223.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling