+140.0%
TRV vs LUNR
+234.6%
-94.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +0.5% |
| 7D | -1.5% | -0.5% | -0.9% | -1.5% |
| 30D | -1.8% | -11.3% | +9.5% | -1.8% |
| 3M | +21.6% | -44.9% | +66.5% | +22.0% |
| 6M | +22.5% | -17.3% | +39.8% | +22.0% |
| YTD | +28.1% | -9.9% | +38.1% | +27.2% |
| 1Y | +37.0% | +76.1% | -39.1% | +34.2% |
| All | +140.0% | +234.6% | -94.5% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 3y: compounded portfolio wealth divided by compounded LUNR 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…
3y analysis · Full analysis span regression · 6 months rolling