+148.1%
TRV vs SBAC
-6.5%
+154.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | +2.0% | +0.6% | +1.4% | +1.9% |
| 30D | +6.7% | +5.5% | +1.3% | +5.9% |
| 3M | +9.4% | +3.1% | +6.3% | +8.8% |
| 6M | +37.7% | -7.0% | +44.7% | +38.9% |
| YTD | +40.6% | +0.5% | +40.1% | +39.8% |
| 1Y | +42.4% | +0.2% | +42.2% | +41.6% |
| 3Y | +148.1% | -7.4% | +155.5% | +153.4% |
| All | +148.1% | -6.5% | +154.7% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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