+293.8%
TRV vs FIVE
+483.6%
-189.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.9% |
| 7D | -1.5% | +0.6% | -2.0% | -1.6% |
| 30D | -1.8% | +3.0% | -4.8% | -2.4% |
| 3M | +21.6% | +23.2% | -1.6% | +17.5% |
| 6M | +22.5% | +9.2% | +13.3% | +19.8% |
| YTD | +28.1% | +28.1% | +0.1% | +22.1% |
| 1Y | +37.0% | +65.3% | -28.2% | +24.9% |
| 3Y | +141.9% | +49.4% | +92.5% | +115.3% |
| 5Y | +158.5% | +29.5% | +129.0% | +128.2% |
| All | +293.8% | +483.6% | -189.8% | +153.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FIVE 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling