+46.9%
PM vs TRV
+54.4%
-7.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | -0.2% |
| 7D | +4.3% | +3.9% | +0.4% | +2.3% |
| 30D | +11.5% | +13.5% | -2.0% | +4.7% |
| 3M | +13.0% | +8.9% | +4.2% | +8.3% |
| 6M | +25.9% | +36.8% | -10.8% | +6.2% |
| YTD | +34.0% | +42.7% | -8.7% | +12.9% |
| 1Y | +46.9% | +49.9% | -3.0% | +16.8% |
| All | +46.9% | +54.4% | -7.5% | +16.8% |
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