+254.8%
SPOT vs TRV
+222.1%
+32.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.3% |
| 7D | -2.9% | +0.5% | -3.3% | -2.9% |
| 30D | +8.3% | -4.9% | +13.1% | +9.5% |
| 3M | +5.1% | +23.7% | -18.7% | -0.1% |
| 6M | -6.5% | +20.3% | -26.8% | -10.6% |
| YTD | -9.0% | +27.1% | -36.0% | -14.1% |
| 1Y | -26.4% | +35.3% | -61.7% | -31.6% |
| 3Y | +240.0% | +139.8% | +100.2% | +173.1% |
| 5Y | +111.7% | +153.9% | -42.1% | +66.1% |
| All | +254.8% | +222.1% | +32.7% | +143.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling