+302.0%
TRV vs SAP
+176.2%
+125.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | +1.9% | -4.1% | +6.0% | +3.1% |
| 30D | +1.7% | +1.1% | +0.6% | +1.3% |
| 3M | +23.9% | +26.1% | -2.2% | +15.8% |
| 6M | +26.3% | +9.8% | +16.5% | +21.7% |
| YTD | +30.8% | -13.6% | +44.4% | +34.0% |
| 1Y | +36.3% | -18.7% | +55.0% | +42.0% |
| 3Y | +145.0% | +54.1% | +90.9% | +102.9% |
| 5Y | +163.9% | +54.7% | +109.1% | +114.5% |
| All | +302.0% | +176.2% | +125.9% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling