+22.9%
SBUX vs TRV
+39.8%
-16.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.7% |
| 7D | -5.5% | +1.9% | -7.4% | -5.7% |
| 30D | -8.5% | +1.7% | -10.2% | -8.6% |
| 3M | -2.9% | +23.9% | -26.8% | -6.4% |
| 6M | -1.5% | +26.3% | -27.8% | -5.8% |
| YTD | +19.4% | +30.8% | -11.4% | +13.6% |
| 1Y | +22.9% | +36.3% | -13.4% | +17.0% |
| All | +22.9% | +39.8% | -16.8% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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