+344.9%
TRV vs SM
+18.0%
+326.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.0% | +9.4% | -7.4% | +1.3% |
| 30D | +6.7% | -14.4% | +21.1% | +7.8% |
| 3M | +9.4% | +1.6% | +7.8% | +8.8% |
| 6M | +37.7% | +6.3% | +31.4% | +35.9% |
| YTD | +40.6% | +78.8% | -38.2% | +31.9% |
| 1Y | +42.4% | +83.1% | -40.7% | +33.3% |
| 3Y | +148.1% | -5.9% | +154.0% | +141.5% |
| 5Y | +181.7% | +4.8% | +176.9% | +165.1% |
| All | +344.9% | +18.0% | +326.9% | +215.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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