+153.9%
TRV vs COMP
-32.0%
+185.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.9% |
| 7D | +0.5% | +4.1% | -3.6% | +0.4% |
| 30D | -4.9% | -14.5% | +9.7% | -4.5% |
| 3M | +23.7% | +41.8% | -18.1% | +22.4% |
| 6M | +20.3% | +23.6% | -3.3% | +19.2% |
| YTD | +27.1% | +1.7% | +25.3% | +26.3% |
| 1Y | +35.3% | +12.6% | +22.8% | +34.0% |
| 3Y | +139.8% | +221.9% | -82.0% | +130.7% |
| 5Y | +153.9% | -28.1% | +182.0% | +150.8% |
| All | +153.9% | -32.0% | +185.9% | +150.8% |
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