+123.5%
TRV vs SN
+496.6%
-373.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.1% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -4.9% | -5.6% | +0.7% | -4.5% |
| 3M | +23.7% | +48.1% | -24.3% | +20.7% |
| 6M | +20.3% | +57.6% | -37.3% | +16.7% |
| YTD | +27.1% | +56.5% | -29.5% | +23.1% |
| 1Y | +35.3% | +52.6% | -17.2% | +31.2% |
| 3Y | +139.8% | +412.0% | -272.2% | +114.9% |
| All | +123.5% | +496.6% | -373.1% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling