+81.7%
TRV vs AS
+120.4%
-38.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.6% | -4.9% | -1.5% |
| 7D | -0.1% | -4.9% | +4.7% | +0.1% |
| 30D | -3.4% | -19.6% | +16.2% | -2.4% |
| 3M | +26.4% | -14.4% | +40.8% | +27.3% |
| 6M | +19.3% | -20.1% | +39.4% | +20.4% |
| YTD | +28.3% | -20.9% | +49.3% | +29.5% |
| 1Y | +34.3% | -21.9% | +56.1% | +35.4% |
| All | +81.7% | +120.4% | -38.7% | +72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling