+154.5%
TRV vs AG
+69.4%
+85.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.7% | +0.3% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | -2.3% | +12.5% | -14.8% | -2.5% |
| 3M | +22.7% | +28.2% | -5.5% | +22.3% |
| 6M | +21.9% | -18.8% | +40.8% | +22.4% |
| YTD | +27.5% | +27.4% | +0.1% | +26.5% |
| 1Y | +36.2% | +132.2% | -95.9% | +32.8% |
| 3Y | +140.6% | +286.9% | -146.3% | +128.8% |
| 5Y | +154.5% | +72.8% | +81.7% | +154.0% |
| All | +154.5% | +69.4% | +85.2% | +154.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling