+3,061.7%
SPY vs TRV
+4,459.0%
-1,397.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -0.4% | +0.2% | -0.5% | -0.4% |
| 30D | -1.4% | -2.3% | +1.0% | -0.5% |
| 3M | +3.7% | +22.7% | -19.0% | -4.7% |
| 6M | +13.0% | +21.9% | -8.9% | +3.8% |
| YTD | +12.4% | +27.5% | -15.1% | +1.3% |
| 1Y | +18.5% | +36.2% | -17.7% | +3.9% |
| 3Y | +77.6% | +140.6% | -63.0% | +22.1% |
| 5Y | +81.7% | +154.5% | -72.8% | +20.6% |
| 10Y | +319.7% | +295.4% | +24.2% | +125.9% |
| All | +3,061.7% | +4,459.0% | -1,397.3% | +596.7% |
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