+302.0%
TRV vs SPYG
+424.6%
-122.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.7% |
| 7D | +1.9% | -0.9% | +2.8% | +2.4% |
| 30D | +1.7% | -1.5% | +3.2% | +2.4% |
| 3M | +23.9% | +3.7% | +20.1% | +21.2% |
| 6M | +26.3% | +16.4% | +9.8% | +16.0% |
| YTD | +30.8% | +13.3% | +17.5% | +21.5% |
| 1Y | +36.3% | +17.9% | +18.5% | +23.7% |
| 3Y | +145.0% | +98.3% | +46.7% | +62.1% |
| 5Y | +163.9% | +86.4% | +77.4% | +77.0% |
| All | +302.0% | +424.6% | -122.6% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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