+9,883.5%
TER vs TRV
+7,258.3%
+2,625.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +14.4% | +2.0% | +12.3% | +13.2% |
| 30D | -30.6% | +6.7% | -37.3% | -33.1% |
| 3M | -39.2% | +9.4% | -48.5% | -42.4% |
| 6M | -31.3% | +37.7% | -69.0% | -43.3% |
| YTD | +29.1% | +40.6% | -11.5% | +5.0% |
| 1Y | +47.4% | +42.4% | +5.0% | +19.0% |
| 3Y | +191.2% | +148.1% | +43.1% | +69.7% |
| 5Y | +74.0% | +181.7% | -107.7% | -7.0% |
| 10Y | +1,005.1% | +352.6% | +652.5% | +338.7% |
| All | +9,883.5% | +7,258.3% | +2,625.2% | +961.9% |
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