+311.2%
SPY vs TRV
+298.6%
+12.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -2.0% | -1.5% | -0.5% | -1.4% |
| 30D | -1.7% | -1.8% | +0.2% | -1.0% |
| 3M | +4.7% | +21.6% | -16.8% | -3.4% |
| 6M | +12.5% | +22.5% | -10.0% | +3.2% |
| YTD | +11.7% | +28.1% | -16.4% | +0.5% |
| 1Y | +17.5% | +37.0% | -19.5% | +2.6% |
| 3Y | +76.6% | +141.9% | -65.3% | +18.3% |
| 5Y | +82.0% | +158.5% | -76.5% | +16.3% |
| All | +311.2% | +298.6% | +12.6% | +116.5% |
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