+148.1%
TRV vs AA
+67.6%
+80.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | +2.0% | +0.5% | +1.5% | +2.0% |
| 30D | +6.7% | -0.6% | +7.3% | +6.7% |
| 3M | +9.4% | -19.7% | +29.0% | +9.4% |
| 6M | +37.7% | -41.6% | +79.3% | +38.4% |
| YTD | +40.6% | -24.6% | +65.2% | +39.6% |
| 1Y | +42.4% | +4.9% | +37.6% | +39.1% |
| 3Y | +148.1% | +66.8% | +81.3% | +140.4% |
| All | +148.1% | +67.6% | +80.5% | +140.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling