+1,036.1%
TRV vs AG
+445.6%
+590.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.6% | -1.2% |
| 7D | -0.1% | +1.0% | -1.2% | -0.2% |
| 30D | -3.4% | +19.2% | -22.6% | -4.3% |
| 3M | +26.4% | +6.2% | +20.2% | +25.7% |
| 6M | +19.3% | -26.7% | +46.0% | +20.3% |
| YTD | +28.3% | +26.1% | +2.2% | +25.6% |
| 1Y | +34.3% | +131.7% | -97.4% | +27.0% |
| 3Y | +140.1% | +255.3% | -115.2% | +118.4% |
| 5Y | +155.7% | +61.9% | +93.8% | +138.6% |
| 10Y | +285.5% | +72.0% | +213.5% | +241.9% |
| All | +1,036.1% | +445.6% | +590.4% | +647.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling