+176.1%
TRV vs B
+147.6%
+28.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -0.1% |
| 7D | -0.9% | +11.3% | -12.2% | -1.3% |
| 30D | +7.2% | +2.9% | +4.2% | +7.0% |
| 3M | +3.2% | -2.9% | +6.0% | +3.2% |
| 6M | +33.6% | -1.2% | +34.8% | +33.4% |
| YTD | +37.8% | -1.3% | +39.1% | +37.2% |
| 1Y | +43.4% | +30.4% | +13.0% | +40.5% |
| 3Y | +146.7% | +195.3% | -48.6% | +128.3% |
| 5Y | +176.1% | +146.2% | +29.9% | +156.7% |
| All | +176.1% | +147.6% | +28.5% | +156.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling