+1,866.0%
T vs TRV
+6,550.0%
-4,684.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -1.5% | +0.5% | -2.0% | -1.7% |
| 30D | +7.6% | -4.9% | +12.5% | +9.3% |
| 3M | +15.3% | +23.7% | -8.4% | +7.3% |
| 6M | -8.5% | +20.3% | -28.8% | -14.1% |
| YTD | +6.8% | +27.1% | -20.3% | -1.6% |
| 1Y | -7.2% | +35.3% | -42.6% | -16.4% |
| 3Y | +108.2% | +139.8% | -31.6% | +53.5% |
| 5Y | +66.1% | +153.9% | -87.8% | +18.9% |
| 10Y | +65.3% | +285.9% | -220.5% | +0.5% |
| All | +1,866.0% | +6,550.0% | -4,684.0% | +323.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling