-34.9%
TLT vs TRV
+154.4%
-189.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | 0.0% | -2.3% | +2.3% | -0.1% |
| 3M | -2.9% | +22.7% | -25.6% | -2.2% |
| 6M | -6.3% | +21.9% | -28.2% | -5.6% |
| YTD | -3.3% | +27.5% | -30.8% | -2.5% |
| 1Y | -4.2% | +36.2% | -40.4% | -3.0% |
| 3Y | -1.7% | +140.6% | -142.3% | +6.2% |
| 5Y | -34.9% | +154.5% | -189.4% | -27.3% |
| All | -34.9% | +154.4% | -189.3% | -27.3% |
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 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