+346.2%
TRV vs SPMO
+575.0%
-228.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +0.2% | +2.7% | -2.5% | -1.1% |
| 30D | -2.3% | +1.1% | -3.4% | -3.0% |
| 3M | +22.7% | +2.0% | +20.6% | +19.6% |
| 6M | +21.9% | +26.5% | -4.6% | +4.5% |
| YTD | +27.5% | +26.5% | +1.0% | +8.9% |
| 1Y | +36.2% | +27.9% | +8.3% | +15.2% |
| 3Y | +140.6% | +160.4% | -19.8% | +26.4% |
| 5Y | +154.5% | +151.5% | +3.0% | +35.5% |
| 10Y | +295.4% | +526.3% | -230.9% | +28.2% |
| All | +346.2% | +575.0% | -228.8% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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