+748.7%
TRV vs FIVE
+874.1%
-125.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.6% | -5.6% | -0.7% |
| 7D | -0.9% | +6.2% | -7.1% | -1.7% |
| 30D | +7.2% | +18.2% | -11.0% | +4.8% |
| 3M | +3.2% | +3.8% | -0.7% | +2.4% |
| 6M | +33.6% | +13.7% | +19.9% | +30.5% |
| YTD | +37.8% | +34.7% | +3.1% | +31.0% |
| 1Y | +43.4% | +66.6% | -23.2% | +32.3% |
| 3Y | +146.7% | +44.3% | +102.4% | +123.9% |
| 5Y | +176.1% | +18.8% | +157.3% | +152.1% |
| 10Y | +357.4% | +569.2% | -211.8% | +216.4% |
| All | +748.7% | +874.1% | -125.4% | +467.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling