+138.7%
TRV vs SPY
+76.5%
+62.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +0.2% | -0.4% | +0.5% | +0.3% |
| 30D | -2.3% | -1.4% | -1.0% | -1.9% |
| 3M | +22.7% | +3.7% | +19.0% | +21.0% |
| 6M | +21.9% | +13.0% | +8.9% | +15.9% |
| YTD | +27.5% | +12.4% | +15.1% | +21.3% |
| 1Y | +36.2% | +18.5% | +17.7% | +26.4% |
| All | +138.7% | +76.5% | +62.2% | +89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling