+158.5%
TRV vs SFM
+212.1%
-53.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +0.6% |
| 7D | -1.5% | -8.8% | +7.3% | -0.7% |
| 30D | -1.8% | -14.5% | +12.6% | -0.5% |
| 3M | +21.6% | -16.8% | +38.4% | +23.3% |
| 6M | +22.5% | -5.3% | +27.8% | +22.4% |
| YTD | +28.1% | -9.4% | +37.5% | +28.5% |
| 1Y | +37.0% | -46.2% | +83.2% | +44.6% |
| 3Y | +141.9% | +81.3% | +60.6% | +122.5% |
| 5Y | +158.5% | +211.9% | -53.4% | +113.2% |
| All | +158.5% | +212.1% | -53.6% | +113.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling