+9,929.9%
STX vs TRV
+1,933.4%
+7,996.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +14.6% | +2.0% | +12.6% | +13.6% |
| 30D | -26.0% | +6.7% | -32.7% | -28.2% |
| 3M | -42.6% | +9.4% | -52.0% | -45.2% |
| 6M | -35.3% | +37.7% | -73.0% | -45.3% |
| YTD | +92.5% | +40.6% | +51.9% | +59.9% |
| 1Y | +102.4% | +42.4% | +60.0% | +67.1% |
| 3Y | +673.8% | +148.1% | +525.7% | +374.5% |
| 5Y | +463.1% | +181.7% | +281.4% | +218.7% |
| 10Y | +2,014.6% | +352.6% | +1,662.0% | +801.5% |
| All | +9,929.9% | +1,933.4% | +7,996.4% | +1,935.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling