+138.7%
TRV vs SFM
+83.0%
+55.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.3% | +0.6% |
| 7D | +0.2% | -7.2% | +7.4% | +0.7% |
| 30D | -2.3% | -14.3% | +12.0% | -1.3% |
| 3M | +22.7% | -13.7% | +36.4% | +23.8% |
| 6M | +21.9% | -6.0% | +28.0% | +22.0% |
| YTD | +27.5% | -8.2% | +35.7% | +27.7% |
| 1Y | +36.2% | -46.2% | +82.5% | +44.0% |
| All | +138.7% | +83.0% | +55.8% | +133.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling