+293.8%
TRV vs STLA
+51.6%
+242.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -1.5% | -3.8% | +2.3% | -0.8% |
| 30D | -1.8% | -3.1% | +1.3% | -1.4% |
| 3M | +21.6% | -19.6% | +41.2% | +25.8% |
| 6M | +22.5% | -23.5% | +45.9% | +27.1% |
| YTD | +28.1% | -51.5% | +79.7% | +44.0% |
| 1Y | +37.0% | -39.7% | +76.7% | +45.7% |
| 3Y | +141.9% | -66.3% | +208.2% | +180.9% |
| 5Y | +158.5% | -63.1% | +221.6% | +184.7% |
| All | +293.8% | +51.6% | +242.2% | +225.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling