+158.5%
TRV vs SBAC
-45.4%
+203.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.4% | +0.9% |
| 7D | -1.5% | -5.3% | +3.8% | -0.7% |
| 30D | -1.8% | +0.4% | -2.2% | -1.9% |
| 3M | +21.6% | -11.9% | +33.5% | +23.6% |
| 6M | +22.5% | -4.5% | +26.9% | +22.7% |
| YTD | +28.1% | -4.3% | +32.5% | +28.2% |
| 1Y | +37.0% | -3.9% | +40.9% | +36.9% |
| 3Y | +141.9% | -11.0% | +152.9% | +143.1% |
| 5Y | +158.5% | -44.1% | +202.6% | +172.2% |
| All | +158.5% | -45.4% | +203.9% | +172.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling