+47.6%
ON vs TRV
+54.4%
-6.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | +0.3% |
| 7D | -5.8% | +3.9% | -9.7% | -3.5% |
| 30D | -17.1% | +13.5% | -30.6% | -10.0% |
| 3M | -11.8% | +8.9% | -20.7% | -6.8% |
| 6M | -30.2% | +36.8% | -66.9% | -12.1% |
| YTD | +31.6% | +42.7% | -11.1% | +63.6% |
| 1Y | +47.6% | +49.9% | -2.3% | +94.7% |
| All | +47.6% | +54.4% | -6.9% | +94.7% |
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 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