-0.4%
TLT vs TRV
+139.5%
-139.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +0.4% | +0.5% | -0.1% | +0.4% |
| 30D | -0.3% | -4.9% | +4.6% | -0.1% |
| 3M | -1.7% | +23.7% | -25.5% | -2.6% |
| 6M | -4.9% | +20.3% | -25.2% | -5.7% |
| YTD | -2.8% | +27.1% | -29.8% | -3.8% |
| 1Y | -4.2% | +35.3% | -39.5% | -5.5% |
| All | -0.4% | +139.5% | -139.9% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling