+293.8%
TRV vs SPY
+318.9%
-25.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.0% |
| 7D | -1.5% | -2.0% | +0.5% | -0.1% |
| 30D | -1.8% | -1.7% | -0.2% | -0.7% |
| 3M | +21.6% | +4.7% | +16.8% | +17.2% |
| 6M | +22.5% | +12.5% | +10.0% | +11.6% |
| YTD | +28.1% | +11.7% | +16.4% | +17.1% |
| 1Y | +37.0% | +17.5% | +19.5% | +20.3% |
| 3Y | +141.9% | +76.6% | +65.3% | +51.7% |
| 5Y | +158.5% | +82.0% | +76.5% | +54.7% |
| All | +293.8% | +318.9% | -25.1% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling