+37.0%
TRV vs STZ
-12.7%
+49.8%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | +0.3% |
| 7D | -1.5% | -4.1% | +2.6% | -1.1% |
| 30D | -1.8% | -7.6% | +5.8% | -1.0% |
| 3M | +21.6% | -12.3% | +33.9% | +23.0% |
| 6M | +22.5% | -16.3% | +38.8% | +24.2% |
| YTD | +28.1% | -8.4% | +36.5% | +30.8% |
| 1Y | +37.0% | -10.8% | +47.9% | +40.4% |
| All | +37.0% | -12.7% | +49.8% | +40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling