+302.0%
TRV vs SM
+23.0%
+279.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | +1.9% | +4.6% | -2.6% | +1.6% |
| 30D | +1.7% | +18.2% | -16.5% | +0.2% |
| 3M | +23.9% | +22.5% | +1.4% | +21.4% |
| 6M | +26.3% | +50.6% | -24.3% | +21.0% |
| YTD | +30.8% | +108.1% | -77.3% | +21.7% |
| 1Y | +36.3% | +46.0% | -9.7% | +30.4% |
| 3Y | +145.0% | +2.9% | +142.1% | +137.3% |
| 5Y | +163.9% | +112.6% | +51.3% | +134.2% |
| All | +302.0% | +23.0% | +279.0% | +185.0% |
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