+6,477.2%
TRV vs B
+803.7%
+5,673.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.3% |
| 7D | -0.1% | -1.6% | +1.4% | -0.1% |
| 30D | -3.4% | +9.4% | -12.9% | -3.7% |
| 3M | +26.4% | +5.0% | +21.4% | +26.1% |
| 6M | +19.3% | -3.5% | +22.8% | +19.2% |
| YTD | +28.3% | +4.5% | +23.9% | +27.9% |
| 1Y | +34.3% | +67.8% | -33.5% | +31.8% |
| 3Y | +140.1% | +196.7% | -56.6% | +131.3% |
| 5Y | +155.7% | +151.9% | +3.8% | +146.7% |
| 10Y | +285.5% | +202.2% | +83.4% | +267.9% |
| All | +6,477.2% | +803.7% | +5,673.5% | +6,216.0% |
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