+644.6%
STM vs TRV
+297.3%
+347.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -1.1% | -1.8% | +0.8% | -0.3% |
| 30D | -7.8% | -2.1% | -5.7% | -7.1% |
| 3M | -28.2% | +21.2% | -49.4% | -35.0% |
| 6M | +52.0% | +22.0% | +29.9% | +36.4% |
| YTD | +96.4% | +27.7% | +68.7% | +71.9% |
| 1Y | +98.8% | +36.6% | +62.3% | +67.6% |
| 3Y | +18.3% | +141.1% | -122.8% | -28.7% |
| 5Y | +17.7% | +157.6% | -139.9% | -33.7% |
| All | +644.6% | +297.3% | +347.3% | +235.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling