+148.1%
TRV vs SO
+52.7%
+95.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.4% |
| 7D | +2.0% | +1.4% | +0.7% | +1.5% |
| 30D | +6.7% | +4.7% | +2.0% | +4.9% |
| 3M | +9.4% | +1.7% | +7.7% | +8.6% |
| 6M | +37.7% | +2.2% | +35.6% | +36.6% |
| YTD | +40.6% | +10.0% | +30.6% | +35.6% |
| 1Y | +42.4% | +6.0% | +36.4% | +39.1% |
| 3Y | +148.1% | +54.1% | +94.0% | +143.4% |
| All | +148.1% | +52.7% | +95.4% | +143.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling