+615.0%
F vs TRV
+6,617.1%
-6,002.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +2.1% |
| 7D | +5.3% | -0.1% | +5.5% | +5.4% |
| 30D | +4.6% | -3.4% | +8.0% | +6.2% |
| 3M | -3.7% | +26.4% | -30.1% | -15.0% |
| 6M | +16.8% | +19.3% | -2.5% | +5.8% |
| YTD | +15.3% | +28.3% | -13.0% | +0.5% |
| 1Y | +31.0% | +34.3% | -3.3% | +11.4% |
| 3Y | +45.4% | +140.1% | -94.7% | -9.7% |
| 5Y | +54.7% | +155.7% | -101.1% | -7.8% |
| 10Y | +98.2% | +285.5% | -187.3% | -6.1% |
| All | +615.0% | +6,617.1% | -6,002.1% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling