+3,687.2%
TRV vs SPG
+5,256.9%
-1,569.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | -0.1% | -2.4% | +2.2% | +0.7% |
| 30D | -3.4% | -6.8% | +3.4% | -1.1% |
| 3M | +26.4% | +2.7% | +23.7% | +25.2% |
| 6M | +19.3% | +5.5% | +13.8% | +16.9% |
| YTD | +28.3% | +15.7% | +12.6% | +21.7% |
| 1Y | +34.3% | +20.9% | +13.4% | +25.3% |
| 3Y | +140.1% | +112.4% | +27.8% | +81.2% |
| 5Y | +155.7% | +101.4% | +54.4% | +91.7% |
| 10Y | +285.5% | +60.6% | +224.9% | +178.9% |
| All | +3,687.2% | +5,256.9% | -1,569.7% | +745.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling