+344.9%
TRV vs AR
+57.4%
+287.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.0% | +7.4% | -5.3% | +1.4% |
| 30D | +6.7% | +5.8% | +1.0% | +6.1% |
| 3M | +9.4% | +5.2% | +4.1% | +8.7% |
| 6M | +37.7% | +5.4% | +32.3% | +36.6% |
| YTD | +40.6% | +12.4% | +28.2% | +38.2% |
| 1Y | +42.4% | +12.8% | +29.6% | +39.9% |
| 3Y | +148.1% | +47.2% | +100.9% | +134.4% |
| 5Y | +181.7% | +101.1% | +80.5% | +153.4% |
| All | +344.9% | +57.4% | +287.6% | +246.4% |
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