+99.1%
STM vs TRV
+39.8%
+59.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +2.7% |
| 7D | -1.4% | +1.9% | -3.3% | -0.3% |
| 30D | -4.9% | +1.7% | -6.6% | -3.9% |
| 3M | -34.0% | +23.9% | -57.9% | -25.8% |
| 6M | +51.8% | +26.3% | +25.6% | +72.6% |
| YTD | +99.4% | +30.8% | +68.6% | +127.3% |
| 1Y | +99.1% | +36.3% | +62.7% | +131.6% |
| All | +99.1% | +39.8% | +59.3% | +131.6% |
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