+537.5%
TRV vs SFM
+48.8%
+488.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.5% |
| 3M | +9.4% | -37.0% | +46.4% | +13.6% |
| 6M | +37.7% | -41.0% | +78.7% | +43.7% |
| YTD | +40.6% | -34.6% | +75.2% | +44.7% |
| 1Y | +42.4% | -36.3% | +78.7% | +46.9% |
| 3Y | +148.1% | +24.5% | +123.6% | +135.5% |
| 5Y | +181.7% | +115.9% | +65.8% | +148.5% |
| 10Y | +352.6% | +139.5% | +213.1% | +284.1% |
| All | +537.5% | +48.8% | +488.8% | +457.6% |
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