+6,477.2%
TRV vs APA
+815.8%
+5,661.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.8% |
| 7D | -0.1% | +0.5% | -0.7% | -0.3% |
| 30D | -3.4% | +23.4% | -26.8% | -6.7% |
| 3M | +26.4% | +12.7% | +13.7% | +23.4% |
| 6M | +19.3% | +39.4% | -20.1% | +11.9% |
| YTD | +28.3% | +79.0% | -50.6% | +15.3% |
| 1Y | +34.3% | +88.8% | -54.5% | +18.9% |
| 3Y | +140.1% | +6.4% | +133.8% | +126.6% |
| 5Y | +155.7% | +153.0% | +2.7% | +100.0% |
| 10Y | +285.5% | +7.5% | +278.0% | +191.6% |
| All | +6,477.2% | +815.8% | +5,661.4% | +3,768.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling