+1,270.8%
TRV vs SPYG
+559.2%
+711.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +0.2% | +0.3% | -0.1% | 0.0% |
| 30D | -2.3% | -1.7% | -0.6% | -1.3% |
| 3M | +22.7% | +3.6% | +19.0% | +19.1% |
| 6M | +21.9% | +16.6% | +5.3% | +9.2% |
| YTD | +27.5% | +13.4% | +14.1% | +15.8% |
| 1Y | +36.2% | +19.6% | +16.7% | +19.1% |
| 3Y | +140.6% | +99.8% | +40.8% | +45.4% |
| 5Y | +154.5% | +85.0% | +69.6% | +56.0% |
| 10Y | +295.4% | +422.1% | -126.7% | +14.2% |
| All | +1,270.8% | +559.2% | +711.7% | +122.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling