+5,070.8%
TRV vs STZ
+9,621.1%
-4,550.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -0.1% | -1.9% | +1.8% | +0.3% |
| 30D | -3.4% | -1.9% | -1.5% | -3.1% |
| 3M | +26.4% | -6.2% | +32.6% | +27.9% |
| 6M | +19.3% | -14.0% | +33.3% | +22.7% |
| YTD | +28.3% | -5.1% | +33.5% | +28.9% |
| 1Y | +34.3% | -9.6% | +43.8% | +35.9% |
| 3Y | +140.1% | -47.2% | +187.4% | +170.1% |
| 5Y | +155.7% | -33.6% | +189.3% | +171.9% |
| 10Y | +285.5% | -9.8% | +295.3% | +277.4% |
| All | +5,070.8% | +9,621.1% | -4,550.3% | +2,372.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling