+99.6%
STM vs TRV
+34.7%
+64.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +1.1% |
| 7D | +5.8% | -0.1% | +5.9% | +5.7% |
| 30D | -1.0% | -3.4% | +2.4% | -2.9% |
| 3M | -33.3% | +26.4% | -59.7% | -25.1% |
| 6M | +57.4% | +19.3% | +38.1% | +73.7% |
| YTD | +102.2% | +28.3% | +73.9% | +126.7% |
| 1Y | +99.6% | +34.3% | +65.3% | +126.9% |
| All | +99.6% | +34.7% | +64.9% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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