+1,381.0%
NET vs TRV
+218.8%
+1,162.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -3.0% |
| 7D | -16.4% | +3.9% | -20.2% | -16.8% |
| 30D | -25.8% | +13.5% | -39.3% | -27.2% |
| 3M | -11.5% | +8.9% | -20.4% | -12.7% |
| 6M | +18.9% | +36.8% | -17.8% | +13.1% |
| YTD | +35.2% | +42.7% | -7.5% | +27.5% |
| 1Y | +14.5% | +49.9% | -35.4% | +6.9% |
| 3Y | +313.8% | +155.7% | +158.1% | +251.2% |
| 5Y | +32.6% | +187.6% | -155.0% | +9.1% |
| All | +1,381.0% | +218.8% | +1,162.2% | +1,045.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling