+302.0%
TRV vs SFM
+271.4%
+30.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +2.0% |
| 7D | +1.9% | -10.6% | +12.5% | +3.1% |
| 30D | +1.7% | -15.5% | +17.2% | +3.4% |
| 3M | +23.9% | -17.4% | +41.3% | +26.0% |
| 6M | +26.3% | -3.4% | +29.7% | +26.0% |
| YTD | +30.8% | -8.7% | +39.5% | +31.1% |
| 1Y | +36.3% | -47.2% | +83.5% | +44.5% |
| 3Y | +145.0% | +82.7% | +62.3% | +122.6% |
| 5Y | +163.9% | +214.3% | -50.4% | +120.3% |
| All | +302.0% | +271.4% | +30.6% | +213.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling