+4,183.3%
TRV vs ALL
+3,667.9%
+515.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.6% |
| 7D | -0.1% | 0.0% | -0.2% | -0.1% |
| 30D | -3.4% | -1.5% | -1.9% | -2.8% |
| 3M | +26.4% | +23.6% | +2.8% | +12.7% |
| 6M | +19.3% | +22.3% | -3.0% | +6.8% |
| YTD | +28.3% | +26.5% | +1.8% | +12.6% |
| 1Y | +34.3% | +27.0% | +7.3% | +17.4% |
| 3Y | +140.1% | +149.6% | -9.4% | +45.2% |
| 5Y | +155.7% | +118.1% | +37.6% | +61.9% |
| 10Y | +285.5% | +369.0% | -83.4% | +64.1% |
| All | +4,183.3% | +3,667.9% | +515.5% | +680.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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