+228.2%
TER vs TRV
+154.4%
+73.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.1% |
| 7D | +12.4% | +0.2% | +12.2% | +12.3% |
| 30D | +5.1% | -2.3% | +7.5% | +5.4% |
| 3M | +4.0% | +22.7% | -18.7% | -1.2% |
| 6M | +29.5% | +21.9% | +7.6% | +23.3% |
| YTD | +98.5% | +27.5% | +71.0% | +86.3% |
| 1Y | +234.1% | +36.2% | +197.8% | +206.8% |
| 3Y | +289.0% | +140.6% | +148.4% | +184.4% |
| 5Y | +228.2% | +154.5% | +73.6% | +132.5% |
| All | +228.2% | +154.4% | +73.7% | +132.5% |
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 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