+172.1%
GM vs TRV
+141.6%
+30.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.7% |
| 7D | -1.1% | -1.5% | +0.4% | -0.7% |
| 30D | -3.4% | -1.8% | -1.6% | -3.0% |
| 3M | +8.7% | +21.6% | -12.9% | +2.8% |
| 6M | +15.4% | +22.5% | -7.0% | +8.8% |
| YTD | +6.6% | +28.1% | -21.5% | -1.0% |
| 1Y | +51.5% | +37.0% | +14.5% | +37.6% |
| All | +172.1% | +141.6% | +30.5% | +113.7% |
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