+1,537.1%
SOXX vs TRV
+306.9%
+1,230.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.1% |
| 7D | +1.4% | +1.9% | -0.5% | +0.7% |
| 30D | -3.6% | +1.7% | -5.3% | -4.2% |
| 3M | -10.2% | +23.9% | -34.0% | -17.9% |
| 6M | +54.2% | +26.3% | +28.0% | +39.1% |
| YTD | +75.2% | +30.8% | +44.4% | +55.3% |
| 1Y | +107.5% | +36.3% | +71.2% | +80.1% |
| 3Y | +226.8% | +145.0% | +81.7% | +110.7% |
| 5Y | +251.2% | +163.9% | +87.3% | +113.4% |
| All | +1,537.1% | +306.9% | +1,230.2% | +718.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling