+328.6%
TMO vs TRV
+306.9%
+21.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.5% |
| 7D | -0.6% | +1.9% | -2.6% | -1.2% |
| 30D | +1.1% | +1.7% | -0.6% | +0.7% |
| 3M | +28.3% | +23.9% | +4.4% | +20.8% |
| 6M | +23.3% | +26.3% | -3.0% | +15.2% |
| YTD | +5.5% | +30.8% | -25.4% | -2.6% |
| 1Y | +24.5% | +36.3% | -11.8% | +13.6% |
| 3Y | +19.6% | +145.0% | -125.4% | -8.8% |
| 5Y | +8.1% | +163.9% | -155.8% | -20.3% |
| All | +328.6% | +306.9% | +21.7% | +175.8% |
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 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