+3,476.8%
STX vs TRI
+191.2%
+3,285.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.5% |
| 7D | +8.0% | -14.4% | +22.3% | +10.0% |
| 30D | +5.1% | -8.1% | +13.2% | +5.7% |
| 3M | +5.8% | +17.5% | -11.8% | -1.0% |
| 6M | +124.9% | -5.0% | +129.9% | +122.0% |
| YTD | +213.9% | -24.7% | +238.6% | +235.5% |
| 1Y | +350.4% | -41.5% | +391.9% | +436.7% |
| 3Y | +1,314.2% | -20.3% | +1,334.6% | +1,303.1% |
| 5Y | +1,092.8% | -10.9% | +1,103.7% | +994.0% |
| All | +3,476.8% | +191.2% | +3,285.6% | +1,723.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling