+124.7%
TRV vs SN
+453.9%
-329.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.4% |
| 7D | -1.8% | -7.2% | +5.4% | -1.4% |
| 30D | -2.1% | -13.4% | +11.2% | -1.3% |
| 3M | +21.2% | +26.8% | -5.6% | +19.3% |
| 6M | +22.0% | +44.6% | -22.6% | +19.0% |
| YTD | +27.7% | +45.3% | -17.6% | +24.3% |
| 1Y | +36.6% | +40.1% | -3.5% | +33.1% |
| 3Y | +141.1% | +375.3% | -234.2% | +117.0% |
| All | +124.7% | +453.9% | -329.2% | +103.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling