+137.4%
TRV vs SMR
+11.2%
+126.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +15.3% | -16.3% | -1.2% |
| 7D | +0.5% | +21.4% | -20.9% | +0.2% |
| 30D | -4.9% | +13.8% | -18.7% | -5.1% |
| 3M | +23.7% | +3.9% | +19.8% | +23.6% |
| 6M | +20.3% | -4.2% | +24.5% | +20.0% |
| YTD | +27.1% | -21.1% | +48.2% | +26.9% |
| 1Y | +35.3% | -67.1% | +102.4% | +36.9% |
| 3Y | +139.8% | +88.9% | +51.0% | +124.5% |
| All | +137.4% | +11.2% | +126.2% | +145.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling