+118.8%
TRVI vs SPY
+195.4%
-76.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | -7.5% | +0.1% | -7.5% | -7.5% |
| 3M | +23.9% | +2.0% | +21.9% | +23.1% |
| 6M | +33.6% | +13.0% | +20.6% | +28.0% |
| YTD | +37.9% | +13.5% | +24.3% | +31.8% |
| 1Y | +138.7% | +20.0% | +118.8% | +124.3% |
| 3Y | +650.4% | +77.2% | +573.2% | +524.9% |
| 5Y | +978.8% | +81.9% | +896.9% | +770.0% |
| All | +118.8% | +195.4% | -76.7% | +99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling