+144.5%
TRV vs SMR
-14.3%
+158.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -15.7% | +17.7% | +2.3% |
| 7D | +1.9% | -11.2% | +13.2% | +2.0% |
| 30D | +1.7% | -10.2% | +11.9% | +1.8% |
| 3M | +23.9% | -10.0% | +33.9% | +23.9% |
| 6M | +26.3% | -30.5% | +56.7% | +26.5% |
| YTD | +30.8% | -39.2% | +70.0% | +31.0% |
| 1Y | +36.3% | -75.5% | +111.9% | +38.5% |
| 3Y | +145.0% | +45.4% | +99.6% | +130.1% |
| All | +144.5% | -14.3% | +158.8% | +153.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling