+1,224.5%
TRV vs SPXU
-100.0%
+1,324.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -0.6% |
| 7D | +0.5% | -1.5% | +1.9% | +0.1% |
| 30D | -4.9% | +3.7% | -8.6% | -3.9% |
| 3M | +23.7% | -9.6% | +33.3% | +20.9% |
| 6M | +20.3% | -32.4% | +52.7% | +9.5% |
| YTD | +27.1% | -28.7% | +55.7% | +17.5% |
| 1Y | +35.3% | -38.2% | +73.6% | +21.0% |
| 3Y | +139.8% | -80.4% | +220.3% | +68.1% |
| 5Y | +153.9% | -86.0% | +239.9% | +79.8% |
| 10Y | +285.9% | -99.5% | +385.4% | +39.4% |
| All | +1,224.5% | -100.0% | +1,324.5% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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