+1,077.4%
STX vs TRI
-10.1%
+1,087.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.2% | -2.2% |
| 7D | +9.6% | -8.4% | +18.0% | +8.9% |
| 30D | +10.6% | -6.5% | +17.1% | +10.2% |
| 3M | +4.8% | +18.6% | -13.8% | +3.2% |
| 6M | +137.3% | -10.4% | +147.7% | +145.7% |
| YTD | +222.5% | -23.7% | +246.2% | +254.8% |
| 1Y | +366.2% | -42.5% | +408.7% | +478.5% |
| 3Y | +1,352.9% | -19.3% | +1,372.2% | +1,327.0% |
| 5Y | +1,077.4% | -9.7% | +1,087.1% | +874.0% |
| All | +1,077.4% | -10.1% | +1,087.5% | +874.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling