+302.0%
TRV vs SO
+159.0%
+143.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.7% | +2.4% |
| 7D | +1.9% | -1.1% | +3.0% | +2.4% |
| 30D | +1.7% | -5.0% | +6.7% | +4.2% |
| 3M | +23.9% | -5.8% | +29.7% | +27.4% |
| 6M | +26.3% | -7.9% | +34.2% | +31.1% |
| YTD | +30.8% | +2.4% | +28.4% | +28.8% |
| 1Y | +36.3% | -2.3% | +38.6% | +37.1% |
| 3Y | +145.0% | +41.9% | +103.1% | +103.8% |
| 5Y | +163.9% | +58.1% | +105.8% | +103.1% |
| All | +302.0% | +159.0% | +143.1% | +163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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