+6,477.2%
TRV vs AA
+295.2%
+6,182.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.9% |
| 7D | -0.1% | -0.7% | +0.5% | 0.0% |
| 30D | -3.4% | +5.0% | -8.4% | -4.7% |
| 3M | +26.4% | -35.8% | +62.2% | +36.8% |
| 6M | +19.3% | -18.4% | +37.7% | +21.4% |
| YTD | +28.3% | -5.5% | +33.8% | +25.5% |
| 1Y | +34.3% | +61.0% | -26.7% | +15.7% |
| 3Y | +140.1% | +66.2% | +73.9% | +92.4% |
| 5Y | +155.7% | +11.4% | +144.3% | +106.0% |
| 10Y | +285.5% | +116.9% | +168.7% | +119.3% |
| All | +6,477.2% | +295.2% | +6,182.0% | +2,588.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling