+344.9%
TRV vs STZ
+13.4%
+331.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +2.0% | +2.6% | -0.5% | +1.2% |
| 30D | +6.7% | +15.2% | -8.5% | +2.0% |
| 3M | +9.4% | +7.6% | +1.7% | +6.5% |
| 6M | +37.7% | +5.3% | +32.4% | +34.7% |
| YTD | +40.6% | +8.6% | +31.9% | +34.9% |
| 1Y | +42.4% | +15.6% | +26.9% | +33.5% |
| 3Y | +148.1% | -35.2% | +183.3% | +177.7% |
| 5Y | +181.7% | -29.1% | +210.8% | +199.7% |
| All | +344.9% | +13.4% | +331.5% | +318.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling