+180.5%
TRV vs COMP
-10.9%
+191.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | +6.7% | +16.6% | -9.8% | +6.2% |
| 3M | +9.4% | -23.5% | +32.9% | +10.0% |
| 6M | +37.7% | +25.7% | +12.0% | +36.5% |
| YTD | +40.6% | -3.4% | +44.0% | +39.8% |
| 1Y | +42.4% | +7.6% | +34.9% | +41.2% |
| 3Y | +148.1% | +423.6% | -275.5% | +137.0% |
| All | +180.5% | -10.9% | +191.4% | +173.8% |
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