+302.0%
TRV vs AGI
+392.3%
-90.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.1% |
| 7D | +1.9% | -2.7% | +4.7% | +2.0% |
| 30D | +1.7% | +7.2% | -5.5% | +1.6% |
| 3M | +23.9% | +4.3% | +19.6% | +23.8% |
| 6M | +26.3% | -27.1% | +53.4% | +26.6% |
| YTD | +30.8% | -6.6% | +37.4% | +30.7% |
| 1Y | +36.3% | +9.5% | +26.8% | +35.9% |
| 3Y | +145.0% | +208.4% | -63.4% | +141.2% |
| 5Y | +163.9% | +401.6% | -237.8% | +158.3% |
| All | +302.0% | +392.3% | -90.3% | +302.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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