-6.4%
T vs TRV
+54.4%
-60.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.4% | +0.7% |
| 7D | +5.5% | +3.9% | +1.6% | +3.9% |
| 30D | -8.9% | +13.5% | -22.4% | -12.9% |
| 3M | -5.6% | +8.9% | -14.5% | -8.5% |
| 6M | -14.3% | +36.8% | -51.0% | -22.7% |
| YTD | -7.9% | +42.7% | -50.6% | -18.5% |
| 1Y | -6.4% | +49.9% | -56.3% | -19.4% |
| All | -6.4% | +54.4% | -60.8% | -19.4% |
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