+98.3%
STM vs TRV
+43.0%
+55.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +12.0% | +2.0% | +10.0% | +13.6% |
| 30D | -0.4% | +6.7% | -7.1% | +4.8% |
| 3M | -13.2% | +9.4% | -22.5% | -6.6% |
| 6M | -26.1% | +37.7% | -63.8% | -8.3% |
| YTD | +81.2% | +40.6% | +40.6% | +120.7% |
| 1Y | +98.3% | +42.4% | +55.9% | +144.4% |
| All | +98.3% | +43.0% | +55.3% | +144.4% |
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