-20.8%
TLT vs TRV
+298.6%
-319.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.1% |
| 7D | -1.6% | -1.5% | -0.1% | -1.7% |
| 30D | -1.3% | -1.8% | +0.5% | -1.5% |
| 3M | -3.7% | +21.6% | -25.3% | -1.8% |
| 6M | -6.4% | +22.5% | -28.8% | -4.4% |
| YTD | -4.5% | +28.1% | -32.6% | -2.0% |
| 1Y | -5.9% | +37.0% | -42.9% | -2.7% |
| 3Y | -2.8% | +141.9% | -144.7% | +8.7% |
| 5Y | -35.1% | +158.5% | -193.6% | -26.1% |
| All | -20.8% | +298.6% | -319.4% | -2.3% |
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 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