+153.9%
TRV vs AR
+140.6%
+13.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | +0.5% | -1.8% | +2.3% | +0.6% |
| 30D | -4.9% | +12.6% | -17.4% | -5.9% |
| 3M | +23.7% | +10.0% | +13.7% | +22.5% |
| 6M | +20.3% | +0.6% | +19.7% | +19.8% |
| YTD | +27.1% | +13.4% | +13.6% | +24.8% |
| 1Y | +35.3% | +21.7% | +13.6% | +31.6% |
| 3Y | +139.8% | +45.8% | +94.0% | +124.8% |
| 5Y | +153.9% | +144.3% | +9.6% | +116.6% |
| All | +153.9% | +140.6% | +13.2% | +116.6% |
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 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