+140.0%
TRV vs SRE
+29.3%
+110.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | -1.5% | -0.7% | -0.8% | -1.3% |
| 30D | -1.8% | -1.7% | -0.1% | -1.5% |
| 3M | +21.6% | -7.1% | +28.6% | +23.5% |
| 6M | +22.5% | -8.4% | +30.8% | +24.6% |
| YTD | +28.1% | -3.5% | +31.7% | +28.6% |
| 1Y | +37.0% | +5.4% | +31.6% | +34.5% |
| All | +140.0% | +29.3% | +110.7% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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