-19.6%
STM vs TRV
+36.3%
-55.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +1.3% |
| 7D | +16.3% | +0.1% | +16.2% | +16.5% |
| 30D | -6.3% | +8.0% | -14.3% | +1.3% |
| 3M | -14.1% | +9.3% | -23.4% | -5.7% |
| 6M | -19.6% | +36.2% | -55.8% | +20.4% |
| All | -19.6% | +36.3% | -55.8% | +20.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling