+196.1%
ON vs TRV
+2,056.7%
-1,860.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +12.2% | +2.0% | +10.2% | +11.1% |
| 30D | -3.1% | +6.7% | -9.9% | -6.5% |
| 3M | -12.9% | +9.4% | -22.2% | -17.2% |
| 6M | -38.6% | +37.7% | -76.3% | -49.5% |
| YTD | +31.2% | +40.6% | -9.4% | +6.3% |
| 1Y | +47.6% | +42.4% | +5.2% | +18.6% |
| 3Y | +6.6% | +148.1% | -141.5% | -39.2% |
| 5Y | +21.3% | +181.7% | -160.4% | -37.5% |
| 10Y | +533.3% | +352.6% | +180.8% | +149.0% |
| All | +196.1% | +2,056.7% | -1,860.6% | -50.9% |
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