+604.4%
STT vs TRI
+561.6%
+42.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +3.5% |
| 7D | +0.5% | -0.5% | +1.0% | +0.5% |
| 30D | +3.9% | +7.9% | -4.0% | -1.9% |
| 3M | +20.0% | +24.1% | -4.1% | 0.0% |
| 6M | +55.3% | +3.8% | +51.5% | +40.7% |
| YTD | +53.3% | -16.9% | +70.2% | +57.5% |
| 1Y | +74.7% | -38.4% | +113.1% | +120.0% |
| 3Y | +205.8% | -12.2% | +218.0% | +184.7% |
| 5Y | +145.0% | -1.8% | +146.8% | +106.4% |
| 10Y | +266.0% | +207.6% | +58.4% | +23.6% |
| All | +604.4% | +561.6% | +42.8% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling