+479.7%
TRV vs AR
-27.2%
+506.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | -0.1% | +2.5% | -2.6% | -0.4% |
| 30D | -3.4% | +14.8% | -18.2% | -4.6% |
| 3M | +26.4% | +6.2% | +20.2% | +25.6% |
| 6M | +19.3% | +4.3% | +15.0% | +18.5% |
| YTD | +28.3% | +14.4% | +14.0% | +26.3% |
| 1Y | +34.3% | +21.3% | +12.9% | +31.2% |
| 3Y | +140.1% | +39.8% | +100.3% | +128.7% |
| 5Y | +155.7% | +142.1% | +13.6% | +128.1% |
| 10Y | +285.5% | +52.0% | +233.5% | +207.7% |
| All | +479.7% | -27.2% | +506.9% | +372.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling