+295.4%
TRV vs B
+200.3%
+95.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.3% |
| 7D | +0.2% | +1.0% | -0.9% | +0.1% |
| 30D | -2.3% | +9.5% | -11.8% | -2.8% |
| 3M | +22.7% | +14.3% | +8.4% | +21.8% |
| 6M | +21.9% | -1.9% | +23.8% | +21.8% |
| YTD | +27.5% | +4.1% | +23.4% | +26.7% |
| 1Y | +36.2% | +56.1% | -19.9% | +32.0% |
| 3Y | +140.6% | +202.0% | -61.4% | +123.1% |
| 5Y | +154.5% | +158.8% | -4.3% | +136.4% |
| 10Y | +295.4% | +211.9% | +83.5% | +261.7% |
| All | +295.4% | +200.3% | +95.2% | +261.7% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 10y: compounded portfolio wealth divided by compounded B 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…
10y analysis · Full analysis span regression · 6 months rolling