+1,449.6%
NET vs TRV
+186.7%
+1,262.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.8% |
| 7D | -7.0% | -0.1% | -6.8% | -6.9% |
| 30D | -4.8% | -3.4% | -1.4% | -4.3% |
| 3M | +3.8% | +26.4% | -22.6% | -0.1% |
| 6M | +50.0% | +19.3% | +30.7% | +45.6% |
| YTD | +41.5% | +28.3% | +13.1% | +35.5% |
| 1Y | +32.8% | +34.3% | -1.5% | +26.0% |
| 3Y | +335.9% | +140.1% | +195.7% | +272.9% |
| 5Y | +113.8% | +155.7% | -41.9% | +79.0% |
| All | +1,449.6% | +186.7% | +1,262.9% | +1,118.0% |
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 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