+159.7%
TRV vs AUR
-35.1%
+194.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +2.1% |
| 7D | +1.9% | +1.4% | +0.5% | +1.9% |
| 30D | +1.7% | -6.4% | +8.1% | +1.8% |
| 3M | +23.9% | +7.7% | +16.2% | +23.7% |
| 6M | +26.3% | +44.5% | -18.2% | +25.4% |
| YTD | +30.8% | +67.4% | -36.6% | +29.6% |
| 1Y | +36.3% | +15.4% | +20.9% | +35.7% |
| 3Y | +145.0% | +94.8% | +50.2% | +143.4% |
| All | +159.7% | -35.1% | +194.7% | +144.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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