+159.7%
TRV vs AGG
-2.6%
+162.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +1.9% | -1.1% | +3.0% | +1.9% |
| 30D | +1.7% | -1.1% | +2.9% | +1.7% |
| 3M | +23.9% | -1.9% | +25.8% | +23.9% |
| 6M | +26.3% | -1.7% | +28.0% | +26.3% |
| YTD | +30.8% | -1.3% | +32.1% | +30.8% |
| 1Y | +36.3% | -0.7% | +37.1% | +36.4% |
| 3Y | +145.0% | +12.5% | +132.5% | +150.3% |
| All | +159.7% | -2.6% | +162.2% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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