+65.5%
T vs TRV
+149.8%
-84.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.5% | +2.0% | +0.5% | +1.9% |
| 30D | -3.8% | +6.7% | -10.5% | -5.5% |
| 3M | -8.7% | +9.4% | -18.1% | -11.0% |
| 6M | -8.1% | +37.7% | -45.8% | -15.7% |
| YTD | -6.4% | +40.6% | -47.0% | -14.6% |
| 1Y | -9.8% | +42.4% | -52.2% | -17.9% |
| 3Y | +65.5% | +148.1% | -82.6% | +33.7% |
| All | +65.5% | +149.8% | -84.4% | +33.7% |
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