+6,467.7%
TRV vs SU
+61,690.9%
-55,223.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.5% |
| 7D | -1.5% | +1.7% | -3.1% | -1.5% |
| 30D | -1.8% | +9.6% | -11.4% | -1.8% |
| 3M | +21.6% | +11.7% | +9.8% | +21.6% |
| 6M | +22.5% | +21.9% | +0.5% | +22.4% |
| YTD | +28.1% | +58.6% | -30.5% | +28.1% |
| 1Y | +37.0% | +66.5% | -29.5% | +37.0% |
| 3Y | +141.9% | +121.4% | +20.5% | +141.7% |
| 5Y | +158.5% | +355.7% | -197.2% | +158.2% |
| 10Y | +297.5% | +264.2% | +33.3% | +297.0% |
| All | +6,467.7% | +61,690.9% | -55,223.2% | +6,485.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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