+57.1%
TRLV vs SPY
+77.0%
-19.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.6% |
| 7D | -6.6% | -0.8% | -5.8% | -6.1% |
| 30D | +24.1% | -1.1% | +25.2% | +25.0% |
| 3M | -2.1% | +3.9% | -5.9% | -4.5% |
| 6M | +75.6% | +13.6% | +62.0% | +61.8% |
| YTD | +30.1% | +12.7% | +17.5% | +20.4% |
| 1Y | +60.0% | +17.5% | +42.5% | +44.6% |
| 3Y | +57.1% | +76.9% | -19.8% | -17.6% |
| All | +57.1% | +77.0% | -19.9% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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