+84.1%
F vs TRV
+288.8%
-204.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.3% | -4.1% |
| 7D | -4.9% | +0.2% | -5.1% | -5.0% |
| 30D | -2.9% | -2.3% | -0.6% | -1.8% |
| 3M | -9.1% | +22.7% | -31.8% | -19.1% |
| 6M | +12.9% | +21.9% | -9.0% | +0.3% |
| YTD | +6.1% | +27.5% | -21.4% | -8.3% |
| 1Y | +22.5% | +36.2% | -13.7% | +1.8% |
| 3Y | +32.1% | +140.6% | -108.5% | -23.8% |
| 5Y | +43.7% | +154.5% | -110.8% | -21.4% |
| 10Y | +84.1% | +295.4% | -211.3% | -23.5% |
| All | +84.1% | +288.8% | -204.7% | -23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling