+212.0%
TRV vs SITM
+4,437.5%
-4,225.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | +0.2% | +3.7% | -3.5% | 0.0% |
| 30D | -2.3% | -14.5% | +12.2% | -1.7% |
| 3M | +22.7% | -10.6% | +33.3% | +22.6% |
| 6M | +21.9% | +65.5% | -43.6% | +16.7% |
| YTD | +27.5% | +67.0% | -39.5% | +21.4% |
| 1Y | +36.2% | +138.6% | -102.4% | +26.1% |
| 3Y | +140.6% | +421.8% | -281.2% | +101.9% |
| 5Y | +154.5% | +172.4% | -17.9% | +111.6% |
| All | +212.0% | +4,437.5% | -4,225.5% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling