+154.5%
TRV vs SPG
+104.0%
+50.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.8% | +1.0% |
| 7D | +0.2% | -1.7% | +1.8% | +0.7% |
| 30D | -2.3% | -6.3% | +3.9% | -0.5% |
| 3M | +22.7% | -2.4% | +25.1% | +23.6% |
| 6M | +21.9% | +9.6% | +12.3% | +18.7% |
| YTD | +27.5% | +14.2% | +13.3% | +22.6% |
| 1Y | +36.2% | +19.3% | +16.9% | +29.4% |
| 3Y | +140.6% | +106.7% | +33.9% | +95.0% |
| 5Y | +154.5% | +104.2% | +50.3% | +100.4% |
| All | +154.5% | +104.0% | +50.5% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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