+82.2%
SPYM vs TRV
+157.5%
-75.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -2.0% | -1.5% | -0.5% | -1.6% |
| 30D | -1.6% | -1.8% | +0.2% | -1.2% |
| 3M | +4.7% | +21.6% | -16.8% | -0.8% |
| 6M | +12.6% | +22.5% | -9.9% | +6.2% |
| YTD | +11.8% | +28.1% | -16.4% | +4.0% |
| 1Y | +17.5% | +37.0% | -19.5% | +7.0% |
| 3Y | +77.0% | +141.9% | -64.9% | +31.2% |
| All | +82.2% | +157.5% | -75.2% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling