+138.7%
TRV vs APA
+12.6%
+126.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.6% | +0.2% |
| 7D | +0.2% | +0.3% | -0.1% | +0.2% |
| 30D | -2.3% | +9.3% | -11.6% | -2.8% |
| 3M | +22.7% | +23.3% | -0.6% | +21.2% |
| 6M | +21.9% | +39.5% | -17.5% | +19.0% |
| YTD | +27.5% | +87.6% | -60.1% | +21.5% |
| 1Y | +36.2% | +114.2% | -78.0% | +27.9% |
| All | +138.7% | +12.6% | +126.1% | +130.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling