+348.3%
TRV vs AR
+58.9%
+289.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -0.5% |
| 7D | -2.4% | +2.1% | -4.5% | -2.6% |
| 30D | +7.5% | +4.5% | +3.0% | +7.0% |
| 3M | +6.7% | +1.0% | +5.7% | +6.4% |
| 6M | +35.5% | +4.4% | +31.0% | +34.5% |
| YTD | +39.3% | +10.9% | +28.4% | +37.1% |
| 1Y | +41.8% | +8.6% | +33.2% | +39.7% |
| 3Y | +147.3% | +48.5% | +98.8% | +133.4% |
| 5Y | +178.3% | +95.7% | +82.6% | +150.9% |
| 10Y | +348.3% | +55.5% | +292.9% | +250.8% |
| All | +348.3% | +58.9% | +289.4% | +250.8% |
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