+199.8%
TER vs TRV
+34.7%
+165.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.8% | +4.6% |
| 7D | +0.6% | -0.1% | +0.7% | +0.5% |
| 30D | -8.3% | -3.4% | -4.9% | -10.2% |
| 3M | -12.2% | +26.4% | -38.6% | -1.7% |
| 6M | +17.0% | +19.3% | -2.3% | +30.4% |
| YTD | +84.6% | +28.3% | +56.3% | +111.6% |
| 1Y | +199.8% | +34.3% | +165.5% | +248.3% |
| All | +199.8% | +34.7% | +165.1% | +248.3% |
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