+95.1%
TRV vs AS
+134.9%
-39.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.9% |
| 7D | -0.3% | +6.9% | -7.2% | -0.6% |
| 30D | +9.6% | +16.0% | -6.4% | +8.8% |
| 3M | +2.7% | -12.8% | +15.6% | +3.4% |
| 6M | +32.0% | -15.4% | +47.4% | +32.9% |
| YTD | +37.8% | -15.7% | +53.5% | +38.5% |
| 1Y | +45.2% | +6.1% | +39.2% | +44.0% |
| All | +95.1% | +134.9% | -39.8% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling