+307.8%
SPY vs TRV
+350.6%
-42.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.6% | +2.0% | +0.6% | +1.8% |
| 30D | -2.0% | +6.7% | -8.7% | -4.4% |
| 3M | -2.8% | +9.4% | -12.1% | -6.2% |
| 6M | +2.1% | +37.7% | -35.6% | -10.5% |
| YTD | +11.5% | +40.6% | -29.1% | -3.4% |
| 1Y | +13.5% | +42.4% | -29.0% | -2.3% |
| 3Y | +77.7% | +148.1% | -70.4% | +18.2% |
| 5Y | +72.6% | +181.7% | -109.1% | +6.4% |
| All | +307.8% | +350.6% | -42.7% | +109.5% |
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 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