+123.8%
STX vs TRV
+54.4%
+69.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.5% | -11.6% | -4.6% |
| 7D | -20.2% | +3.9% | -24.1% | -16.8% |
| 30D | -37.2% | +13.5% | -50.7% | -28.4% |
| 3M | -34.1% | +8.9% | -42.9% | -27.2% |
| 6M | -24.5% | +36.8% | -61.2% | +4.7% |
| YTD | +102.9% | +42.7% | +60.3% | +185.4% |
| 1Y | +123.8% | +49.9% | +73.9% | +221.2% |
| All | +123.8% | +54.4% | +69.4% | +221.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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