+2,037.8%
STM vs TRV
+4,198.4%
-2,160.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +12.0% | +2.0% | +10.0% | +10.9% |
| 30D | -0.4% | +6.7% | -7.1% | -3.7% |
| 3M | -13.2% | +9.4% | -22.5% | -17.5% |
| 6M | -26.1% | +37.7% | -63.8% | -38.4% |
| YTD | +81.2% | +40.6% | +40.6% | +48.5% |
| 1Y | +98.3% | +42.4% | +55.9% | +61.2% |
| 3Y | +16.7% | +148.1% | -131.4% | -30.9% |
| 5Y | -4.8% | +181.7% | -186.5% | -48.5% |
| 10Y | +468.8% | +352.6% | +116.2% | +133.4% |
| All | +2,037.8% | +4,198.4% | -2,160.6% | +248.2% |
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