+293.8%
TRV vs AG
+73.4%
+220.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +0.7% |
| 7D | -1.5% | -5.8% | +4.3% | -1.3% |
| 30D | -1.8% | +6.4% | -8.2% | -2.0% |
| 3M | +21.6% | +28.4% | -6.8% | +20.6% |
| 6M | +22.5% | -24.5% | +46.9% | +23.1% |
| YTD | +28.1% | +21.2% | +7.0% | +26.5% |
| 1Y | +37.0% | +114.1% | -77.1% | +32.3% |
| 3Y | +141.9% | +268.0% | -126.2% | +126.0% |
| 5Y | +158.5% | +67.3% | +91.2% | +146.6% |
| All | +293.8% | +73.4% | +220.4% | +275.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling