+131.2%
TLT vs TRV
+2,106.0%
-1,974.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | 0.0% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -0.6% | -3.4% | +2.9% | -1.0% |
| 3M | -2.7% | +26.4% | -29.1% | +0.2% |
| 6M | -5.6% | +19.3% | -24.9% | -3.4% |
| YTD | -2.8% | +28.3% | -31.1% | +0.4% |
| 1Y | -1.4% | +34.3% | -35.7% | +2.5% |
| 3Y | -1.6% | +140.1% | -141.7% | +11.3% |
| 5Y | -33.8% | +155.7% | -189.5% | -23.9% |
| 10Y | -21.1% | +285.5% | -306.7% | -1.3% |
| All | +131.2% | +2,106.0% | -1,974.8% | +284.4% |
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