+154.5%
TRV vs STZ
-38.0%
+192.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.2% |
| 7D | +0.2% | -6.0% | +6.2% | +1.5% |
| 30D | -2.3% | -8.9% | +6.5% | -0.5% |
| 3M | +22.7% | -12.6% | +35.2% | +25.9% |
| 6M | +21.9% | -17.2% | +39.2% | +26.4% |
| YTD | +27.5% | -10.0% | +37.5% | +29.2% |
| 1Y | +36.2% | -14.3% | +50.5% | +39.4% |
| 3Y | +140.6% | -49.9% | +190.5% | +179.2% |
| 5Y | +154.5% | -38.2% | +192.8% | +155.8% |
| All | +154.5% | -38.0% | +192.5% | +155.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling