+992.8%
TRV vs STLA
+263.8%
+729.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.5% |
| 7D | -0.1% | +2.6% | -2.7% | -0.5% |
| 30D | -3.4% | -1.2% | -2.2% | -3.4% |
| 3M | +26.4% | -24.8% | +51.2% | +30.9% |
| 6M | +19.3% | -25.6% | +44.9% | +23.3% |
| YTD | +28.3% | -48.9% | +77.3% | +39.0% |
| 1Y | +34.3% | -38.8% | +73.0% | +40.6% |
| 3Y | +140.1% | -64.5% | +204.7% | +166.3% |
| 5Y | +155.7% | -62.4% | +218.2% | +175.7% |
| 10Y | +285.5% | +55.4% | +230.2% | +242.0% |
| All | +992.8% | +263.8% | +729.0% | +795.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling