+7,104.2%
TRV vs STT
+6,617.4%
+486.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +0.1% | +5.1% | -5.1% | -1.6% |
| 30D | +8.0% | -0.2% | +8.2% | +8.0% |
| 3M | +9.3% | -8.1% | +17.4% | +12.2% |
| 6M | +36.2% | +16.6% | +19.6% | +28.7% |
| YTD | +40.6% | +37.8% | +2.7% | +25.1% |
| 1Y | +43.1% | +46.8% | -3.8% | +24.6% |
| 3Y | +149.6% | +181.2% | -31.6% | +73.4% |
| 5Y | +181.6% | +105.1% | +76.5% | +110.0% |
| 10Y | +352.5% | +202.3% | +150.2% | +185.0% |
| All | +7,104.2% | +6,617.4% | +486.7% | +1,601.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling