+157.0%
TRV vs LUNR
+54.8%
+102.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.7% | +5.0% | +0.3% |
| 7D | +0.2% | +0.5% | -0.4% | +0.2% |
| 30D | -2.3% | -5.3% | +3.0% | -2.3% |
| 3M | +22.7% | -45.6% | +68.3% | +22.8% |
| 6M | +21.9% | -17.4% | +39.3% | +21.9% |
| YTD | +27.5% | -7.9% | +35.4% | +27.3% |
| 1Y | +36.2% | +77.6% | -41.4% | +35.8% |
| 3Y | +140.6% | +247.4% | -106.8% | +139.7% |
| All | +157.0% | +54.8% | +102.2% | +152.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling