+65.7%
T vs TRV
+153.3%
-87.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | +4.6% | -2.3% | +6.9% | +5.3% |
| 3M | +12.2% | +22.7% | -10.5% | +5.4% |
| 6M | -6.5% | +21.9% | -28.4% | -12.1% |
| YTD | +4.9% | +27.5% | -22.6% | -2.7% |
| 1Y | -10.5% | +36.2% | -46.7% | -18.7% |
| 3Y | +104.6% | +140.6% | -36.0% | +53.0% |
| All | +65.7% | +153.3% | -87.6% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling