+173.8%
TRV vs COMP
-17.6%
+191.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.7% | -12.6% | -2.2% |
| 7D | -0.3% | +13.4% | -13.7% | -0.7% |
| 30D | +9.6% | +11.1% | -1.5% | +9.2% |
| 3M | +2.7% | -18.8% | +21.6% | +3.2% |
| 6M | +32.0% | +10.5% | +21.5% | +31.3% |
| YTD | +37.8% | -3.4% | +41.2% | +37.1% |
| 1Y | +45.2% | +19.7% | +25.5% | +43.6% |
| 3Y | +145.3% | +381.6% | -236.3% | +134.7% |
| All | +173.8% | -17.6% | +191.4% | +168.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling