+125.5%
TRV vs SN
+453.9%
-328.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +0.8% |
| 7D | -1.5% | -7.2% | +5.7% | -1.0% |
| 30D | -1.8% | -13.4% | +11.6% | -1.0% |
| 3M | +21.6% | +26.8% | -5.2% | +19.7% |
| 6M | +22.5% | +44.6% | -22.1% | +19.4% |
| YTD | +28.1% | +45.3% | -17.1% | +24.7% |
| 1Y | +37.0% | +40.1% | -3.1% | +33.6% |
| 3Y | +141.9% | +375.3% | -233.4% | +117.8% |
| All | +125.5% | +453.9% | -328.4% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling