+180.5%
TRV vs SFM
+116.0%
+64.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +2.0% | +6.0% | -4.0% | +1.5% |
| 30D | +6.7% | -19.5% | +26.2% | +8.3% |
| 3M | +9.4% | -37.0% | +46.4% | +13.2% |
| 6M | +37.7% | -41.0% | +78.7% | +43.1% |
| YTD | +40.6% | -34.6% | +75.2% | +44.3% |
| 1Y | +42.4% | -36.3% | +78.7% | +46.5% |
| 3Y | +148.1% | +24.5% | +123.6% | +135.7% |
| All | +180.5% | +116.0% | +64.6% | +132.2% |
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