+122.2%
PM vs TRV
+139.5%
-17.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.5% |
| 7D | -1.3% | +0.5% | -1.8% | -1.4% |
| 30D | -2.6% | -4.9% | +2.3% | -1.2% |
| 3M | +5.8% | +23.7% | -18.0% | 0.0% |
| 6M | +10.6% | +20.3% | -9.8% | +5.2% |
| YTD | +17.2% | +27.1% | -9.9% | +10.2% |
| 1Y | +17.6% | +35.3% | -17.7% | +9.0% |
| All | +122.2% | +139.5% | -17.3% | +79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling