+153.9%
TRV vs FIVE
+38.7%
+115.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.0% |
| 7D | +0.5% | +3.7% | -3.2% | +0.3% |
| 30D | -4.9% | +4.0% | -8.8% | -5.1% |
| 3M | +23.7% | +36.2% | -12.5% | +21.6% |
| 6M | +20.3% | +18.0% | +2.3% | +18.9% |
| YTD | +27.1% | +34.9% | -7.8% | +24.5% |
| 1Y | +35.3% | +67.9% | -32.6% | +30.8% |
| 3Y | +139.8% | +57.3% | +82.5% | +129.8% |
| 5Y | +153.9% | +39.5% | +114.3% | +142.1% |
| All | +153.9% | +38.7% | +115.2% | +142.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling