+140.0%
TRV vs SMR
+71.3%
+68.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.1% | +0.6% |
| 7D | -1.5% | +4.7% | -6.2% | -1.5% |
| 30D | -1.8% | +3.2% | -5.0% | -1.8% |
| 3M | +21.6% | +9.9% | +11.7% | +21.4% |
| 6M | +22.5% | -15.1% | +37.6% | +22.4% |
| YTD | +28.1% | -27.9% | +56.1% | +28.2% |
| 1Y | +37.0% | -70.2% | +107.3% | +38.2% |
| All | +140.0% | +71.3% | +68.7% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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