+293.8%
TRV vs AR
+44.6%
+249.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -1.5% | -1.3% | -0.2% | -1.4% |
| 30D | -1.8% | +3.5% | -5.4% | -2.1% |
| 3M | +21.6% | +9.9% | +11.7% | +20.4% |
| 6M | +22.5% | +4.5% | +17.9% | +21.6% |
| YTD | +28.1% | +13.7% | +14.5% | +26.1% |
| 1Y | +37.0% | +19.2% | +17.8% | +33.9% |
| 3Y | +141.9% | +46.2% | +95.7% | +128.7% |
| 5Y | +158.5% | +145.9% | +12.6% | +128.3% |
| All | +293.8% | +44.6% | +249.2% | +212.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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