+209.9%
ON vs TRV
+1,868.7%
-1,658.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.7% |
| 7D | +2.4% | -0.1% | +2.6% | +2.5% |
| 30D | -3.3% | -3.4% | +0.1% | -1.7% |
| 3M | -43.6% | +26.4% | -70.0% | -51.3% |
| 6M | +19.0% | +19.3% | -0.3% | +5.7% |
| YTD | +37.4% | +28.3% | +9.0% | +17.1% |
| 1Y | +54.8% | +34.3% | +20.5% | +28.1% |
| 3Y | -25.2% | +140.1% | -165.3% | -57.0% |
| 5Y | +62.7% | +155.7% | -93.0% | -11.7% |
| 10Y | +574.3% | +285.5% | +288.8% | +188.5% |
| All | +209.9% | +1,868.7% | -1,658.8% | -46.0% |
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