+2,804.4%
TRV vs SAP
+2,233.8%
+570.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | -0.1% | -2.9% | +2.8% | +0.5% |
| 30D | -3.4% | +9.0% | -12.4% | -5.4% |
| 3M | +26.4% | +14.9% | +11.5% | +21.7% |
| 6M | +19.3% | +11.9% | +7.4% | +15.0% |
| YTD | +28.3% | -9.9% | +38.2% | +29.3% |
| 1Y | +34.3% | -19.5% | +53.8% | +38.7% |
| 3Y | +140.1% | +61.8% | +78.3% | +107.2% |
| 5Y | +155.7% | +56.2% | +99.6% | +118.8% |
| 10Y | +285.5% | +180.6% | +104.9% | +182.8% |
| All | +2,804.4% | +2,233.8% | +570.6% | +1,263.0% |
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