+7,037.7%
TRV vs B
+688.8%
+6,348.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.3% |
| 7D | -2.4% | -2.7% | +0.3% | -2.3% |
| 30D | +7.5% | -4.3% | +11.8% | +7.6% |
| 3M | +6.7% | -2.3% | +9.0% | +6.7% |
| 6M | +35.5% | -16.2% | +51.7% | +35.9% |
| YTD | +39.3% | -8.8% | +48.1% | +39.2% |
| 1Y | +41.8% | +11.4% | +30.4% | +40.9% |
| 3Y | +147.3% | +174.3% | -27.0% | +138.7% |
| 5Y | +178.3% | +116.2% | +62.2% | +169.5% |
| 10Y | +348.3% | +222.7% | +125.6% | +327.5% |
| All | +7,037.7% | +688.8% | +6,348.9% | +6,775.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling