+154.4%
TRV vs SPXS
-85.6%
+240.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | +0.8% |
| 7D | -1.5% | +6.4% | -7.9% | -0.6% |
| 30D | -1.8% | +6.0% | -7.8% | -1.0% |
| 3M | +21.6% | -11.6% | +33.2% | +19.6% |
| 6M | +22.5% | -28.7% | +51.2% | +16.9% |
| YTD | +28.1% | -26.3% | +54.4% | +23.1% |
| 1Y | +37.0% | -34.9% | +72.0% | +29.4% |
| 3Y | +141.9% | -79.5% | +221.3% | +97.6% |
| All | +154.4% | -85.6% | +240.0% | +105.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling