+145.0%
TRV vs SPXS
-79.6%
+224.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +1.8% |
| 7D | +1.9% | +2.5% | -0.6% | +2.2% |
| 30D | +1.7% | +4.2% | -2.5% | +2.2% |
| 3M | +23.9% | -9.3% | +33.2% | +22.6% |
| 6M | +26.3% | -30.7% | +57.0% | +20.8% |
| YTD | +30.8% | -28.1% | +58.9% | +26.0% |
| 1Y | +36.3% | -35.1% | +71.4% | +29.5% |
| 3Y | +145.0% | -79.6% | +224.6% | +106.9% |
| All | +145.0% | -79.6% | +224.6% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 3y: compounded portfolio wealth divided by compounded SPXS 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…
3y analysis · Full analysis span regression · 6 months rolling