-7.5%
T vs TRV
+39.8%
-47.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.4% |
| 7D | +1.5% | +1.9% | -0.5% | +0.9% |
| 30D | +7.5% | +1.7% | +5.8% | +6.9% |
| 3M | +14.8% | +23.9% | -9.1% | +8.3% |
| 6M | -1.7% | +26.3% | -28.0% | -7.6% |
| YTD | +8.7% | +30.8% | -22.1% | +0.8% |
| 1Y | -7.5% | +36.3% | -43.8% | -14.3% |
| All | -7.5% | +39.8% | -47.2% | -14.3% |
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