+1,097.2%
TRV vs STLA
+150.0%
+947.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +2.0% | -13.8% | +15.8% | +4.0% |
| 30D | +6.7% | -10.5% | +17.3% | +8.1% |
| 3M | +9.4% | -28.9% | +38.2% | +13.9% |
| 6M | +37.7% | -49.7% | +87.5% | +49.9% |
| YTD | +40.6% | -64.9% | +105.5% | +59.6% |
| 1Y | +42.4% | -64.0% | +106.5% | +60.7% |
| 3Y | +148.1% | -77.4% | +225.6% | +192.2% |
| 5Y | +181.7% | -74.4% | +256.1% | +219.0% |
| 10Y | +352.6% | -6.4% | +358.9% | +325.9% |
| All | +1,097.2% | +150.0% | +947.2% | +927.6% |
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 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