+158.5%
TRV vs AA
+5.3%
+153.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +0.8% |
| 7D | -1.5% | -5.4% | +3.9% | -1.2% |
| 30D | -1.8% | -10.7% | +8.9% | -1.2% |
| 3M | +21.6% | -26.2% | +47.8% | +23.7% |
| 6M | +22.5% | -20.9% | +43.4% | +23.3% |
| YTD | +28.1% | -8.6% | +36.8% | +27.1% |
| 1Y | +37.0% | +57.4% | -20.4% | +29.0% |
| 3Y | +141.9% | +77.8% | +64.1% | +118.5% |
| 5Y | +158.5% | +2.7% | +155.8% | +139.9% |
| All | +158.5% | +5.3% | +153.2% | +139.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling