+148.1%
TRV vs SNAP
-53.6%
+201.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | +2.0% | +6.0% | -4.0% | +2.0% |
| 30D | +6.7% | -13.8% | +20.5% | +6.9% |
| 3M | +9.4% | -0.8% | +10.1% | +9.4% |
| 6M | +37.7% | -6.2% | +44.0% | +37.7% |
| YTD | +40.6% | -34.8% | +75.4% | +41.0% |
| 1Y | +42.4% | -38.7% | +81.1% | +42.9% |
| 3Y | +148.1% | -53.5% | +201.6% | +153.6% |
| All | +148.1% | -53.6% | +201.7% | +153.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling