+3,081.6%
TRV vs SAP
+2,448.5%
+633.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.1% |
| 7D | +2.0% | +0.6% | +1.4% | +1.9% |
| 30D | +6.7% | +6.5% | +0.2% | +5.1% |
| 3M | +9.4% | +12.2% | -2.9% | +6.3% |
| 6M | +37.7% | +46.1% | -8.3% | +25.1% |
| YTD | +40.6% | -1.6% | +42.2% | +38.6% |
| 1Y | +42.4% | -5.1% | +47.5% | +41.6% |
| 3Y | +148.1% | +68.4% | +79.8% | +112.4% |
| 5Y | +181.7% | +79.4% | +102.3% | +133.4% |
| 10Y | +352.6% | +230.5% | +122.1% | +219.8% |
| All | +3,081.6% | +2,448.5% | +633.2% | +1,362.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling