+36.6%
TRV vs B
+51.2%
-14.7%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.1% |
| 7D | -1.8% | -5.0% | +3.2% | -2.0% |
| 30D | -2.1% | +8.7% | -10.9% | -1.7% |
| 3M | +21.2% | +17.3% | +3.9% | +22.3% |
| 6M | +22.0% | -5.0% | +27.1% | +22.1% |
| YTD | +27.7% | +1.4% | +26.3% | +28.3% |
| 1Y | +36.6% | +50.5% | -13.9% | +39.9% |
| All | +36.6% | +51.2% | -14.7% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling