+7.6%
TRLV vs SPY
+195.9%
-188.3%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.8% |
| 7D | -6.6% | -0.8% | -5.8% | -6.0% |
| 30D | +24.1% | -1.1% | +25.2% | +25.3% |
| 3M | -2.1% | +3.9% | -5.9% | -5.2% |
| 6M | +75.6% | +13.6% | +62.0% | +58.3% |
| YTD | +30.1% | +12.7% | +17.5% | +18.1% |
| 1Y | +60.0% | +17.5% | +42.5% | +40.2% |
| 3Y | +57.1% | +76.9% | -19.8% | -6.3% |
| 5Y | -55.2% | +83.6% | -138.8% | -74.3% |
| All | +7.6% | +195.9% | -188.3% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling