-15.8%
F vs TRV
+171.3%
-187.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | 0.0% |
| 7D | +1.6% | -0.3% | +1.8% | +1.7% |
| 30D | +2.6% | +9.6% | -7.0% | -0.7% |
| 3M | -8.8% | +2.7% | -11.5% | -9.8% |
| 6M | +4.6% | +32.0% | -27.4% | -6.6% |
| YTD | -1.9% | +37.8% | -39.7% | -14.2% |
| 1Y | -0.8% | +45.2% | -46.0% | -15.2% |
| 3Y | +43.5% | +145.3% | -101.8% | -7.9% |
| All | -15.8% | +171.3% | -187.1% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling