+346.6%
SOXX vs TRV
+49.5%
+297.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.5% | -6.6% | -1.1% |
| 7D | +158.9% | +3.9% | +155.0% | +164.5% |
| 30D | +129.2% | +13.5% | +115.8% | +151.2% |
| 3M | +149.7% | +8.9% | +140.8% | +166.1% |
| 6M | +193.4% | +36.8% | +156.7% | +280.1% |
| YTD | +351.0% | +42.7% | +308.4% | +494.3% |
| All | +346.6% | +49.5% | +297.1% | +516.5% |
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