+195.9%
TRV vs COMP
-53.0%
+248.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.4% | +8.8% | +1.6% |
| 7D | +1.4% | +7.2% | -5.8% | +1.1% |
| 30D | +8.7% | +6.4% | +2.3% | +8.4% |
| 3M | +7.1% | -19.4% | +26.5% | +7.5% |
| 6M | +35.5% | +14.6% | +20.9% | +34.6% |
| YTD | +39.7% | -5.5% | +45.2% | +39.1% |
| 1Y | +44.1% | +13.7% | +30.4% | +42.7% |
| 3Y | +148.1% | +409.7% | -261.6% | +137.6% |
| 5Y | +178.6% | -17.0% | +195.6% | +169.2% |
| All | +195.9% | -53.0% | +248.9% | +185.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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