+123.8%
STX vs TRI
-22.4%
+146.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.4% | -14.5% | -4.8% |
| 7D | -20.2% | +1.0% | -21.2% | -19.0% |
| 30D | -37.2% | +20.8% | -58.0% | -30.1% |
| 3M | -34.1% | +8.1% | -42.2% | -29.1% |
| 6M | -24.5% | +24.2% | -48.6% | -8.5% |
| YTD | +102.9% | -7.8% | +110.7% | +123.0% |
| 1Y | +123.8% | -16.7% | +140.5% | +126.0% |
| All | +123.8% | -22.4% | +146.2% | +126.0% |
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