+138.7%
TRV vs SM
-1.2%
+140.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | -2.3% | +20.3% | -22.6% | -3.2% |
| 3M | +22.7% | +22.9% | -0.2% | +21.2% |
| 6M | +21.9% | +47.8% | -25.9% | +18.5% |
| YTD | +27.5% | +107.5% | -80.0% | +20.2% |
| 1Y | +36.2% | +51.7% | -15.5% | +31.8% |
| All | +138.7% | -1.2% | +140.0% | +136.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling