+159.7%
TRV vs SRE
+45.6%
+114.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.3% |
| 7D | +1.9% | -0.8% | +2.8% | +2.2% |
| 30D | +1.7% | -3.0% | +4.7% | +2.5% |
| 3M | +23.9% | -8.3% | +32.2% | +26.9% |
| 6M | +26.3% | -8.9% | +35.2% | +29.4% |
| YTD | +30.8% | -4.3% | +35.1% | +31.7% |
| 1Y | +36.3% | +2.7% | +33.6% | +34.0% |
| 3Y | +145.0% | +28.7% | +116.3% | +116.2% |
| All | +159.7% | +45.6% | +114.1% | +110.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling