+102.9%
T vs TRV
+140.3%
-37.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | +4.6% | -2.3% | +6.9% | +5.2% |
| 3M | +12.2% | +22.7% | -10.5% | +6.7% |
| 6M | -6.5% | +21.9% | -28.4% | -11.0% |
| YTD | +4.9% | +27.5% | -22.6% | -1.3% |
| 1Y | -10.5% | +36.2% | -46.7% | -17.1% |
| All | +102.9% | +140.3% | -37.4% | +77.1% |
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