+344.9%
TRV vs SAP
+237.3%
+107.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.1% |
| 7D | +2.0% | +0.6% | +1.4% | +1.8% |
| 30D | +6.7% | +6.5% | +0.2% | +4.9% |
| 3M | +9.4% | +12.2% | -2.9% | +5.8% |
| 6M | +37.7% | +46.1% | -8.3% | +22.9% |
| YTD | +40.6% | -1.6% | +42.2% | +39.0% |
| 1Y | +42.4% | -5.1% | +47.5% | +42.3% |
| 3Y | +148.1% | +68.4% | +79.8% | +101.1% |
| 5Y | +181.7% | +79.4% | +102.3% | +119.3% |
| All | +344.9% | +237.3% | +107.6% | +173.7% |
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