+291.7%
TRV vs FIVE
+497.8%
-206.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.1% | +0.7% |
| 7D | +0.2% | +1.7% | -1.5% | -0.1% |
| 30D | -2.3% | +5.0% | -7.3% | -3.2% |
| 3M | +22.7% | +29.5% | -6.8% | +17.6% |
| 6M | +21.9% | +12.4% | +9.5% | +18.8% |
| YTD | +27.5% | +31.2% | -3.7% | +21.0% |
| 1Y | +36.2% | +72.9% | -36.6% | +23.3% |
| 3Y | +140.6% | +53.0% | +87.6% | +113.4% |
| 5Y | +154.5% | +34.2% | +120.4% | +123.3% |
| All | +291.7% | +497.8% | -206.0% | +151.5% |
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