+64.7%
TRV vs SARO
-22.5%
+87.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.4% | +1.8% |
| 7D | +1.9% | -3.1% | +5.0% | +2.4% |
| 30D | +1.7% | -12.2% | +13.9% | +3.5% |
| 3M | +23.9% | -7.4% | +31.2% | +25.0% |
| 6M | +26.3% | -15.3% | +41.5% | +28.7% |
| YTD | +30.8% | -16.2% | +47.0% | +33.0% |
| 1Y | +36.3% | -12.1% | +48.4% | +36.9% |
| All | +64.7% | -22.5% | +87.2% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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