+36.3%
TRV vs AA
+56.9%
-20.5%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +1.9% | -3.4% | +5.4% | +1.6% |
| 30D | +1.7% | -5.8% | +7.5% | +1.3% |
| 3M | +23.9% | -29.9% | +53.8% | +21.9% |
| 6M | +26.3% | -27.0% | +53.3% | +24.3% |
| YTD | +30.8% | -8.7% | +39.5% | +30.0% |
| 1Y | +36.3% | +50.6% | -14.3% | +36.4% |
| All | +36.3% | +56.9% | -20.5% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling