+154.5%
TRV vs SAP
+55.3%
+99.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 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% | +19.6% |
| 6M | +21.9% | +6.3% | +15.6% | +20.2% |
| YTD | +27.5% | -12.4% | +39.9% | +29.0% |
| 1Y | +36.2% | -21.6% | +57.9% | +40.5% |
| 3Y | +140.6% | +54.8% | +85.8% | +122.0% |
| 5Y | +154.5% | +56.2% | +98.4% | +130.1% |
| All | +154.5% | +55.3% | +99.3% | +130.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling