+6,477.2%
TRV vs SO
+5,976.4%
+500.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | -0.1% | -0.2% | 0.0% | -0.1% |
| 30D | -3.4% | -4.6% | +1.2% | -1.4% |
| 3M | +26.4% | -3.0% | +29.4% | +28.2% |
| 6M | +19.3% | -8.3% | +27.6% | +23.9% |
| YTD | +28.3% | +3.5% | +24.8% | +25.9% |
| 1Y | +34.3% | -0.9% | +35.2% | +34.2% |
| 3Y | +140.1% | +45.4% | +94.8% | +99.8% |
| 5Y | +155.7% | +59.6% | +96.1% | +100.6% |
| 10Y | +285.5% | +156.6% | +128.9% | +140.2% |
| All | +6,477.2% | +5,976.4% | +500.8% | +1,287.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling