+32.8%
PM vs TRV
+43.0%
-10.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +0.5% | +2.0% | -1.5% | -0.5% |
| 30D | -3.2% | +6.7% | -9.9% | -6.2% |
| 3M | +6.2% | +9.4% | -3.1% | +1.6% |
| 6M | +7.7% | +37.7% | -30.0% | -9.4% |
| YTD | +27.3% | +40.6% | -13.3% | +8.6% |
| 1Y | +32.8% | +42.4% | -9.7% | +11.3% |
| All | +32.8% | +43.0% | -10.3% | +11.3% |
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