+568.1%
TRI vs STZ
+971.1%
-403.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.3% |
| 7D | -0.5% | -1.9% | +1.4% | 0.0% |
| 30D | +7.9% | -1.9% | +9.8% | +8.4% |
| 3M | +24.1% | -6.2% | +30.3% | +26.0% |
| 6M | +3.8% | -14.0% | +17.8% | +7.2% |
| YTD | -16.9% | -5.1% | -11.7% | -16.7% |
| 1Y | -38.4% | -9.6% | -28.8% | -37.7% |
| 3Y | -12.2% | -47.2% | +35.0% | 0.0% |
| 5Y | -1.8% | -33.6% | +31.8% | +4.7% |
| 10Y | +207.6% | -9.8% | +217.4% | +190.6% |
| All | +568.1% | +971.1% | -403.1% | +203.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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