+463.1%
STM vs TRV
+351.6%
+111.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +1.4% | -2.4% | +3.8% | +2.5% |
| 30D | -8.4% | +7.5% | -15.8% | -11.3% |
| 3M | -15.8% | +6.7% | -22.5% | -18.5% |
| 6M | -22.8% | +35.5% | -58.3% | -34.0% |
| YTD | +79.4% | +39.3% | +40.1% | +50.6% |
| 1Y | +97.0% | +41.8% | +55.2% | +63.8% |
| 3Y | +14.2% | +147.3% | -133.1% | -31.5% |
| 5Y | -4.5% | +178.3% | -182.8% | -48.2% |
| 10Y | +463.1% | +348.3% | +114.7% | +179.1% |
| All | +463.1% | +351.6% | +111.5% | +179.1% |
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