+154.5%
TRV vs STLA
-63.2%
+217.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.5% |
| 7D | +0.2% | +0.4% | -0.2% | +0.1% |
| 30D | -2.3% | -5.2% | +2.9% | -1.9% |
| 3M | +22.7% | -24.9% | +47.6% | +25.8% |
| 6M | +21.9% | -25.2% | +47.1% | +24.7% |
| YTD | +27.5% | -51.4% | +78.9% | +36.2% |
| 1Y | +36.2% | -40.7% | +76.9% | +41.0% |
| 3Y | +140.6% | -66.3% | +206.9% | +161.2% |
| 5Y | +154.5% | -63.2% | +217.8% | +165.6% |
| All | +154.5% | -63.2% | +217.7% | +165.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling