+11,573.1%
COST vs TRV
+6,571.7%
+5,001.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | -2.8% | +0.2% | -3.0% | -2.9% |
| 30D | -5.3% | -2.3% | -2.9% | -4.5% |
| 3M | -6.7% | +22.7% | -29.4% | -13.1% |
| 6M | -9.9% | +21.9% | -31.9% | -16.1% |
| YTD | +5.1% | +27.5% | -22.3% | -3.6% |
| 1Y | -7.3% | +36.2% | -43.5% | -17.0% |
| 3Y | +70.4% | +140.6% | -70.2% | +23.7% |
| 5Y | +104.4% | +154.5% | -50.1% | +43.5% |
| 10Y | +609.0% | +295.4% | +313.6% | +305.2% |
| All | +11,573.1% | +6,571.7% | +5,001.5% | +1,788.6% |
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