+2,285.7%
STM vs TRV
+3,823.8%
-1,538.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.5% |
| 7D | +5.8% | -0.1% | +5.9% | +5.8% |
| 30D | -1.0% | -3.4% | +2.4% | +0.6% |
| 3M | -33.3% | +26.4% | -59.7% | -41.7% |
| 6M | +57.4% | +19.3% | +38.1% | +41.2% |
| YTD | +102.2% | +28.3% | +73.9% | +74.3% |
| 1Y | +99.6% | +34.3% | +65.3% | +67.3% |
| 3Y | +14.5% | +140.1% | -125.6% | -31.1% |
| 5Y | +21.4% | +155.7% | -134.4% | -30.8% |
| 10Y | +695.0% | +285.5% | +409.4% | +255.0% |
| All | +2,285.7% | +3,823.8% | -1,538.1% | +308.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling