+27.2%
F vs TRV
+38.0%
-10.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.2% |
| 7D | -3.7% | -1.5% | -2.2% | -3.7% |
| 30D | -0.7% | -1.8% | +1.1% | -0.7% |
| 3M | -1.9% | +21.6% | -23.5% | -1.7% |
| 6M | +16.1% | +22.5% | -6.4% | +16.5% |
| YTD | +9.5% | +28.1% | -18.7% | +8.5% |
| 1Y | +27.2% | +37.0% | -9.8% | +23.2% |
| All | +27.2% | +38.0% | -10.8% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling