+476.2%
STX vs TRI
+0.5%
+475.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +14.6% | -2.9% | +17.5% | +14.2% |
| 30D | -26.0% | +3.7% | -29.7% | -25.6% |
| 3M | -42.6% | +3.7% | -46.3% | -42.1% |
| 6M | -35.3% | +35.1% | -70.4% | -35.8% |
| YTD | +92.5% | -14.0% | +106.5% | +115.2% |
| 1Y | +102.4% | -19.0% | +121.3% | +131.9% |
| 3Y | +673.8% | -12.0% | +685.8% | +682.4% |
| All | +476.2% | +0.5% | +475.7% | +392.6% |
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