+52.0%
STT vs TRI
-22.4%
+74.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.4% | -4.2% | +2.1% |
| 7D | -0.1% | +1.0% | -1.1% | -0.1% |
| 30D | -1.7% | +20.8% | -22.4% | -2.1% |
| 3M | -6.4% | +8.1% | -14.5% | -6.4% |
| 6M | +17.7% | +24.2% | -6.5% | +16.8% |
| YTD | +36.9% | -7.8% | +44.6% | +41.8% |
| 1Y | +52.0% | -16.7% | +68.7% | +60.3% |
| All | +52.0% | -22.4% | +74.5% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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