+293.8%
TRV vs APA
-2.8%
+296.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -1.5% | +0.8% | -2.3% | -1.6% |
| 30D | -1.8% | +9.6% | -11.4% | -3.0% |
| 3M | +21.6% | +18.0% | +3.6% | +18.6% |
| 6M | +22.5% | +41.9% | -19.4% | +15.9% |
| YTD | +28.1% | +86.3% | -58.2% | +16.6% |
| 1Y | +37.0% | +97.9% | -60.8% | +23.1% |
| 3Y | +141.9% | +12.8% | +129.1% | +129.2% |
| 5Y | +158.5% | +177.2% | -18.7% | +107.3% |
| All | +293.8% | -2.8% | +296.6% | +196.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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