+176.1%
TRV vs AR
+74.0%
+102.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -0.3% | -14.3% | +14.0% | +1.0% |
| 30D | +9.6% | +1.4% | +8.2% | +9.3% |
| 3M | +2.7% | +3.4% | -0.6% | +2.2% |
| 6M | +32.0% | -2.1% | +34.1% | +31.8% |
| YTD | +37.8% | +4.7% | +33.1% | +36.1% |
| 1Y | +45.2% | +10.6% | +34.7% | +42.4% |
| 3Y | +145.3% | +24.6% | +120.7% | +133.8% |
| All | +176.1% | +74.0% | +102.1% | +145.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling