+47.6%
F vs TRV
+141.7%
-94.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.8% |
| 7D | +5.3% | -0.1% | +5.5% | +5.4% |
| 30D | +4.6% | -3.4% | +8.0% | +5.4% |
| 3M | -3.7% | +26.4% | -30.1% | -9.7% |
| 6M | +16.8% | +19.3% | -2.5% | +11.3% |
| YTD | +15.3% | +28.3% | -13.0% | +7.1% |
| 1Y | +31.0% | +34.3% | -3.3% | +19.8% |
| All | +47.6% | +141.7% | -94.1% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling