+142.2%
TRV vs SNAP
-43.5%
+185.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -1.3% |
| 7D | -0.1% | +0.7% | -0.9% | -0.1% |
| 30D | -3.4% | +2.6% | -6.1% | -3.4% |
| 3M | +26.4% | -9.9% | +36.3% | +26.4% |
| 6M | +19.3% | +1.9% | +17.4% | +19.2% |
| YTD | +28.3% | -32.2% | +60.6% | +28.6% |
| 1Y | +34.3% | -22.8% | +57.1% | +34.4% |
| All | +142.2% | -43.5% | +185.7% | +141.2% |
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