+4,825.9%
TRV vs SNPS
+5,427.6%
-601.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.1% | -0.5% |
| 7D | -0.1% | -11.0% | +10.9% | +1.6% |
| 30D | -3.4% | -1.7% | -1.7% | -3.4% |
| 3M | +26.4% | -20.4% | +46.8% | +30.2% |
| 6M | +19.3% | -8.6% | +27.9% | +19.7% |
| YTD | +28.3% | -16.2% | +44.5% | +30.0% |
| 1Y | +34.3% | -34.6% | +68.9% | +38.5% |
| 3Y | +140.1% | -14.5% | +154.6% | +131.5% |
| 5Y | +155.7% | +17.0% | +138.7% | +128.3% |
| 10Y | +285.5% | +560.0% | -274.5% | +152.8% |
| All | +4,825.9% | +5,427.6% | -601.7% | +2,349.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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