+690.5%
TRV vs FIVE
+868.1%
-177.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.1% | -6.4% | -2.0% |
| 7D | -0.1% | +4.3% | -4.4% | -0.7% |
| 30D | -3.4% | +12.5% | -15.9% | -5.1% |
| 3M | +26.4% | +31.2% | -4.8% | +21.6% |
| 6M | +19.3% | +14.4% | +4.9% | +16.3% |
| YTD | +28.3% | +33.9% | -5.6% | +22.3% |
| 1Y | +34.3% | +65.1% | -30.8% | +23.9% |
| 3Y | +140.1% | +49.0% | +91.2% | +116.8% |
| 5Y | +155.7% | +30.3% | +125.4% | +129.2% |
| 10Y | +285.5% | +481.1% | -195.6% | +169.8% |
| All | +690.5% | +868.1% | -177.6% | +429.6% |
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