+1,721.2%
TRV vs AGI
+5,453.2%
-3,731.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | +0.2% | +2.2% | -2.0% | +0.1% |
| 30D | -2.3% | +11.3% | -13.6% | -2.5% |
| 3M | +22.7% | +5.6% | +17.1% | +22.5% |
| 6M | +21.9% | -27.7% | +49.6% | +22.5% |
| YTD | +27.5% | -4.1% | +31.5% | +27.3% |
| 1Y | +36.2% | +13.8% | +22.4% | +35.5% |
| 3Y | +140.6% | +217.0% | -76.4% | +134.1% |
| 5Y | +154.5% | +404.3% | -249.8% | +144.8% |
| 10Y | +295.4% | +400.5% | -105.1% | +276.5% |
| All | +1,721.2% | +5,453.2% | -3,731.9% | +1,567.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling