+1,077.4%
STX vs TRV
+154.4%
+923.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.4% | -2.1% |
| 7D | +9.6% | +0.2% | +9.4% | +9.5% |
| 30D | +10.6% | -2.3% | +12.9% | +10.9% |
| 3M | +4.8% | +22.7% | -17.9% | +0.4% |
| 6M | +137.3% | +21.9% | +115.3% | +127.0% |
| YTD | +222.5% | +27.5% | +195.0% | +204.3% |
| 1Y | +366.2% | +36.2% | +330.0% | +330.3% |
| 3Y | +1,352.9% | +140.6% | +1,212.3% | +967.9% |
| 5Y | +1,077.4% | +154.5% | +922.9% | +738.2% |
| All | +1,077.4% | +154.4% | +923.0% | +738.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling