+7,104.2%
TRV vs SO
+6,277.0%
+827.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.6% |
| 7D | +0.1% | -0.9% | +1.0% | +0.5% |
| 30D | +8.0% | +4.9% | +3.1% | +5.6% |
| 3M | +9.3% | +0.8% | +8.5% | +8.8% |
| 6M | +36.2% | +0.6% | +35.6% | +35.7% |
| YTD | +40.6% | +8.7% | +31.9% | +34.8% |
| 1Y | +43.1% | +4.0% | +39.1% | +39.9% |
| 3Y | +149.6% | +50.6% | +99.0% | +104.6% |
| 5Y | +181.6% | +77.5% | +104.2% | +110.3% |
| 10Y | +352.5% | +192.0% | +160.6% | +166.4% |
| All | +7,104.2% | +6,277.0% | +827.1% | +1,386.1% |
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