+180.5%
TRV vs SPG
+84.0%
+96.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +2.0% | +2.0% | 0.0% | +1.4% |
| 30D | +6.7% | +17.2% | -10.5% | +1.7% |
| 3M | +9.4% | +6.3% | +3.0% | +7.3% |
| 6M | +37.7% | +18.7% | +19.0% | +30.8% |
| YTD | +40.6% | +30.1% | +10.5% | +29.8% |
| 1Y | +42.4% | +32.8% | +9.7% | +30.7% |
| 3Y | +148.1% | +133.6% | +14.5% | +92.8% |
| All | +180.5% | +84.0% | +96.6% | +136.1% |
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