+101.5%
TRVI vs SPY
+193.2%
-91.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.4% |
| 7D | -7.9% | -0.8% | -7.1% | -7.6% |
| 30D | -10.3% | -1.1% | -9.3% | -9.9% |
| 3M | +18.1% | +3.9% | +14.3% | +16.5% |
| 6M | +33.2% | +13.6% | +19.6% | +27.4% |
| YTD | +27.0% | +12.7% | +14.3% | +21.8% |
| 1Y | +63.1% | +17.5% | +45.6% | +54.3% |
| 3Y | +603.5% | +76.9% | +526.6% | +486.5% |
| 5Y | +946.1% | +83.6% | +862.5% | +746.7% |
| All | +101.5% | +193.2% | -91.6% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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