+127.8%
AAPL vs TRV
+162.8%
-35.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.3% | +1.2% |
| 7D | +3.8% | +1.9% | +1.9% | +3.3% |
| 30D | +9.9% | +1.7% | +8.2% | +9.4% |
| 3M | +12.5% | +23.9% | -11.4% | +5.8% |
| 6M | +27.6% | +26.3% | +1.4% | +19.3% |
| YTD | +22.6% | +30.8% | -8.3% | +13.4% |
| 1Y | +45.0% | +36.3% | +8.7% | +32.4% |
| 3Y | +87.8% | +145.0% | -57.3% | +41.6% |
| All | +127.8% | +162.8% | -35.0% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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