+21.1%
STM vs TRV
+138.2%
-117.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | +5.2% | +0.5% | +4.7% | +5.2% |
| 30D | -7.4% | -4.9% | -2.5% | -7.4% |
| 3M | -30.6% | +23.7% | -54.4% | -31.6% |
| 6M | +66.4% | +20.3% | +46.1% | +64.5% |
| YTD | +101.1% | +27.1% | +74.1% | +97.0% |
| 1Y | +97.4% | +35.3% | +62.0% | +90.8% |
| 3Y | +21.1% | +139.8% | -118.7% | +21.4% |
| All | +21.1% | +138.2% | -117.1% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling