+154.4%
TRV vs SIRI
-42.0%
+196.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | -1.5% | -3.0% | +1.5% | -1.3% |
| 30D | -1.8% | +1.3% | -3.1% | -1.9% |
| 3M | +21.6% | +5.6% | +15.9% | +21.0% |
| 6M | +22.5% | +35.2% | -12.7% | +19.4% |
| YTD | +28.1% | +49.1% | -20.9% | +24.0% |
| 1Y | +37.0% | +26.8% | +10.2% | +34.0% |
| 3Y | +141.9% | -23.7% | +165.6% | +140.5% |
| All | +154.4% | -42.0% | +196.4% | +152.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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