+522.4%
TRV vs AR
-33.4%
+555.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.4% |
| 3M | +2.7% | +3.4% | -0.6% | +2.3% |
| 6M | +32.0% | -2.1% | +34.1% | +31.8% |
| YTD | +37.8% | +4.7% | +33.1% | +36.4% |
| 1Y | +45.2% | +10.6% | +34.7% | +42.9% |
| 3Y | +145.3% | +24.6% | +120.7% | +135.8% |
| 5Y | +172.3% | +71.9% | +100.4% | +149.7% |
| 10Y | +367.3% | +46.4% | +321.0% | +274.2% |
| All | +522.4% | -33.4% | +555.8% | +410.3% |
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