+153.7%
TRV vs SO
+58.8%
+94.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | +0.5% | +1.0% | -0.5% | +0.1% |
| 30D | -4.9% | -3.2% | -1.7% | -3.8% |
| 3M | +23.7% | -1.7% | +25.4% | +24.5% |
| 6M | +20.3% | -7.2% | +27.5% | +23.3% |
| YTD | +27.1% | +4.6% | +22.5% | +25.0% |
| 1Y | +35.3% | +1.2% | +34.1% | +34.5% |
| 3Y | +139.8% | +45.3% | +94.5% | +115.1% |
| All | +153.7% | +58.8% | +94.9% | +118.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling