+159.7%
TRV vs AU
+686.2%
-526.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.1% |
| 7D | +1.9% | -4.3% | +6.2% | +2.0% |
| 30D | +1.7% | +7.3% | -5.6% | +1.6% |
| 3M | +23.9% | +26.3% | -2.4% | +23.3% |
| 6M | +26.3% | +1.8% | +24.5% | +26.1% |
| YTD | +30.8% | +26.8% | +4.0% | +29.7% |
| 1Y | +36.3% | +66.7% | -30.4% | +34.1% |
| 3Y | +145.0% | +579.1% | -434.1% | +132.8% |
| All | +159.7% | +686.2% | -526.6% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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