+1,044.5%
C vs TRV
+7,257.4%
-6,213.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.8% |
| 7D | +4.7% | +0.1% | +4.7% | +4.6% |
| 30D | +0.2% | +8.0% | -7.8% | -5.3% |
| 3M | -9.3% | +9.3% | -18.6% | -15.2% |
| 6M | -0.8% | +36.2% | -37.0% | -22.0% |
| YTD | +8.5% | +40.6% | -32.1% | -16.9% |
| 1Y | +23.1% | +43.1% | -20.0% | -7.1% |
| 3Y | +220.8% | +149.6% | +71.2% | +55.3% |
| 5Y | +112.4% | +181.6% | -69.2% | -8.4% |
| 10Y | +217.9% | +352.5% | -134.6% | -3.4% |
| All | +1,044.5% | +7,257.4% | -6,213.0% | -23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling