+125.8%
TRV vs SN
+490.7%
-364.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.3% |
| 7D | -0.1% | -9.3% | +9.2% | +0.4% |
| 30D | -3.4% | -4.8% | +1.4% | -3.2% |
| 3M | +26.4% | +40.4% | -14.0% | +23.7% |
| 6M | +19.3% | +50.9% | -31.7% | +16.0% |
| YTD | +28.3% | +54.9% | -26.6% | +24.4% |
| 1Y | +34.3% | +43.0% | -8.7% | +30.9% |
| 3Y | +140.1% | +391.8% | -251.7% | +115.6% |
| All | +125.8% | +490.7% | -364.9% | +103.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling