+344.9%
TRV vs FIVE
+505.3%
-160.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.4% | +1.1% |
| 7D | +0.1% | +2.4% | -2.4% | -0.3% |
| 30D | +8.0% | +15.8% | -7.8% | +5.6% |
| 3M | +9.3% | +3.8% | +5.5% | +8.4% |
| 6M | +36.2% | +18.5% | +17.7% | +31.9% |
| YTD | +40.6% | +31.2% | +9.4% | +33.3% |
| 1Y | +43.1% | +61.8% | -18.8% | +31.1% |
| 3Y | +149.6% | +39.9% | +109.7% | +125.8% |
| 5Y | +181.6% | +18.3% | +163.3% | +155.8% |
| All | +344.9% | +505.3% | -160.5% | +194.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling