+3.6%
GOOG vs TRV
+54.4%
-50.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.5% | -0.3% | +3.7% |
| 7D | -10.7% | +3.9% | -14.6% | -10.2% |
| 30D | -16.4% | +13.5% | -29.9% | -15.0% |
| 3M | -23.4% | +8.9% | -32.3% | -22.5% |
| 6M | -24.2% | +36.8% | -61.0% | -21.8% |
| YTD | -8.3% | +42.7% | -50.9% | -5.5% |
| 1Y | +3.6% | +49.9% | -46.3% | +9.1% |
| All | +3.6% | +54.4% | -50.8% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling