+6,432.7%
TRV vs STT
+7,281.8%
-849.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.2% | +1.0% | -0.8% | -0.1% |
| 30D | -2.3% | +2.8% | -5.1% | -3.2% |
| 3M | +22.7% | +18.1% | +4.6% | +15.8% |
| 6M | +21.9% | +59.2% | -37.3% | +4.1% |
| YTD | +27.5% | +51.5% | -24.0% | +10.2% |
| 1Y | +36.2% | +75.7% | -39.4% | +11.9% |
| 3Y | +140.6% | +200.8% | -60.2% | +63.6% |
| 5Y | +154.5% | +155.8% | -1.3% | +76.6% |
| 10Y | +295.4% | +266.4% | +29.1% | +134.2% |
| All | +6,432.7% | +7,281.8% | -849.1% | +1,398.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded STT 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling