+819.0%
SPYM vs TRV
+1,202.5%
-383.5%
-54.5%
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% | -0.6% |
| 3M | +3.7% | +22.7% | -19.0% | -4.3% |
| 6M | +13.0% | +21.9% | -8.9% | +4.3% |
| YTD | +12.5% | +27.5% | -15.0% | +1.9% |
| 1Y | +18.6% | +36.2% | -17.6% | +4.7% |
| 3Y | +78.0% | +140.6% | -62.6% | +24.3% |
| 5Y | +82.3% | +154.5% | -72.2% | +23.1% |
| 10Y | +322.9% | +295.4% | +27.4% | +134.0% |
| All | +819.0% | +1,202.5% | -383.5% | +226.6% |
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