+2,065.9%
TRV vs A
+457.0%
+1,608.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | -0.1% | -1.9% | +1.8% | +0.2% |
| 30D | -3.4% | +6.9% | -10.3% | -4.9% |
| 3M | +26.4% | +9.2% | +17.2% | +23.7% |
| 6M | +19.3% | +25.7% | -6.4% | +12.7% |
| YTD | +28.3% | +11.5% | +16.8% | +24.1% |
| 1Y | +34.3% | +18.4% | +15.9% | +27.9% |
| 3Y | +140.1% | +26.6% | +113.5% | +121.3% |
| 5Y | +155.7% | -12.8% | +168.5% | +151.4% |
| 10Y | +285.5% | +247.2% | +38.4% | +180.3% |
| All | +2,065.9% | +457.0% | +1,608.9% | +1,144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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