+4,537.9%
TRV vs SM
+1,608.3%
+2,929.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.1% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | -3.4% | +26.3% | -29.7% | -5.8% |
| 3M | +26.4% | +8.7% | +17.7% | +24.8% |
| 6M | +19.3% | +51.7% | -32.4% | +13.3% |
| YTD | +28.3% | +99.0% | -70.7% | +18.3% |
| 1Y | +34.3% | +34.6% | -0.3% | +28.4% |
| 3Y | +140.1% | -7.8% | +147.9% | +133.7% |
| 5Y | +155.7% | +104.8% | +50.9% | +122.3% |
| 10Y | +285.5% | +7.2% | +278.3% | +182.8% |
| All | +4,537.9% | +1,608.3% | +2,929.6% | +2,350.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling