+644.6%
STM vs TRV
+298.6%
+345.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | -1.1% | -1.5% | +0.4% | -0.5% |
| 30D | -7.8% | -1.8% | -6.0% | -7.2% |
| 3M | -28.2% | +21.6% | -49.8% | -35.1% |
| 6M | +52.0% | +22.5% | +29.5% | +36.2% |
| YTD | +96.4% | +28.1% | +68.2% | +71.6% |
| 1Y | +98.8% | +37.0% | +61.8% | +67.4% |
| 3Y | +18.3% | +141.9% | -123.6% | -28.8% |
| 5Y | +17.7% | +158.5% | -140.8% | -33.8% |
| All | +644.6% | +298.6% | +345.9% | +234.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling