+77.7%
SPY vs TRV
+149.8%
-72.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.6% | +2.0% | +0.6% | +2.3% |
| 30D | -2.0% | +6.7% | -8.7% | -3.0% |
| 3M | -2.8% | +9.4% | -12.1% | -4.1% |
| 6M | +2.1% | +37.7% | -35.6% | -3.7% |
| YTD | +11.5% | +40.6% | -29.1% | +4.5% |
| 1Y | +13.5% | +42.4% | -29.0% | +6.0% |
| 3Y | +77.7% | +148.1% | -70.4% | +58.3% |
| All | +77.7% | +149.8% | -72.1% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling