+138.7%
TRV vs SAP
+56.3%
+82.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +0.2% | -0.3% | +0.4% | +0.2% |
| 30D | -2.3% | +0.3% | -2.6% | -2.4% |
| 3M | +22.7% | +16.9% | +5.8% | +20.0% |
| 6M | +21.9% | +6.3% | +15.6% | +20.4% |
| YTD | +27.5% | -12.4% | +39.9% | +28.8% |
| 1Y | +36.2% | -21.6% | +57.9% | +40.2% |
| All | +138.7% | +56.3% | +82.5% | +150.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling