+1,851.9%
TER vs TRV
+306.9%
+1,545.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +1.8% |
| 7D | +6.4% | +1.9% | +4.4% | +5.5% |
| 30D | -5.7% | +1.7% | -7.4% | -6.4% |
| 3M | -0.4% | +23.9% | -24.3% | -10.4% |
| 6M | +25.8% | +26.3% | -0.4% | +12.0% |
| YTD | +96.4% | +30.8% | +65.6% | +71.4% |
| 1Y | +229.2% | +36.3% | +192.9% | +180.7% |
| 3Y | +288.1% | +145.0% | +143.1% | +137.7% |
| 5Y | +219.9% | +163.9% | +56.1% | +84.4% |
| All | +1,851.9% | +306.9% | +1,545.0% | +798.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling