+46.5%
F vs TRV
+156.0%
-109.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.9% |
| 7D | +1.2% | +0.5% | +0.7% | +1.0% |
| 30D | +1.2% | -4.9% | +6.1% | +3.0% |
| 3M | -5.7% | +23.7% | -29.4% | -13.7% |
| 6M | +17.9% | +20.3% | -2.4% | +8.8% |
| YTD | +10.4% | +27.1% | -16.6% | -0.7% |
| 1Y | +25.3% | +35.3% | -10.0% | +9.4% |
| 3Y | +37.5% | +139.8% | -102.4% | -12.5% |
| 5Y | +46.5% | +153.9% | -107.3% | -14.0% |
| All | +46.5% | +156.0% | -109.5% | -14.0% |
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