+220.2%
TRV vs SITM
+4,789.7%
-4,569.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.5% | -3.5% | +1.8% |
| 7D | +1.9% | +3.9% | -1.9% | +1.7% |
| 30D | +1.7% | -6.6% | +8.3% | +1.9% |
| 3M | +23.9% | -11.9% | +35.7% | +24.0% |
| 6M | +26.3% | +81.1% | -54.9% | +20.3% |
| YTD | +30.8% | +80.0% | -49.2% | +24.2% |
| 1Y | +36.3% | +145.8% | -109.5% | +26.1% |
| 3Y | +145.0% | +475.9% | -330.9% | +104.4% |
| 5Y | +163.9% | +189.2% | -25.3% | +119.0% |
| All | +220.2% | +4,789.7% | -4,569.5% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling