+262.0%
TRV vs SNAP
-77.0%
+339.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | 0.0% |
| 7D | -1.8% | -3.2% | +1.3% | -1.7% |
| 30D | -2.1% | +0.2% | -2.3% | -2.2% |
| 3M | +21.2% | +2.6% | +18.6% | +20.7% |
| 6M | +22.0% | +12.4% | +9.6% | +20.7% |
| YTD | +27.7% | -31.6% | +59.3% | +29.2% |
| 1Y | +36.6% | -21.7% | +58.3% | +37.0% |
| 3Y | +141.1% | -41.2% | +182.3% | +138.8% |
| 5Y | +157.6% | -92.6% | +250.2% | +179.6% |
| All | +262.0% | -77.0% | +339.0% | +212.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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