+476.2%
TRV vs SFM
+117.5%
+358.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -0.4% |
| 7D | +0.5% | -5.8% | +6.3% | +1.0% |
| 30D | -4.9% | -11.4% | +6.5% | -3.8% |
| 3M | +23.7% | -12.2% | +35.9% | +25.0% |
| 6M | +20.3% | -5.2% | +25.5% | +20.3% |
| YTD | +27.1% | -4.5% | +31.5% | +26.7% |
| 1Y | +35.3% | -45.4% | +80.7% | +42.3% |
| 3Y | +139.8% | +91.1% | +48.7% | +119.4% |
| 5Y | +153.9% | +226.8% | -72.9% | +116.2% |
| 10Y | +285.9% | +291.9% | -6.1% | +214.6% |
| All | +476.2% | +117.5% | +358.7% | +388.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling