+302.0%
TRV vs SNY
+64.5%
+237.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.0% |
| 7D | +1.9% | -3.3% | +5.3% | +2.9% |
| 30D | +1.7% | -2.2% | +3.9% | +2.3% |
| 3M | +23.9% | -3.0% | +26.9% | +24.8% |
| 6M | +26.3% | +2.7% | +23.5% | +25.0% |
| YTD | +30.8% | -6.8% | +37.7% | +32.9% |
| 1Y | +36.3% | -5.3% | +41.6% | +37.5% |
| 3Y | +145.0% | -9.8% | +154.8% | +145.2% |
| 5Y | +163.9% | +9.7% | +154.2% | +140.7% |
| All | +302.0% | +64.5% | +237.5% | +239.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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