+34.3%
TRV vs M
+46.1%
-11.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.4% |
| 7D | -0.1% | +4.7% | -4.9% | -0.3% |
| 30D | -3.4% | -9.6% | +6.2% | -3.2% |
| 3M | +26.4% | +0.9% | +25.5% | +26.1% |
| 6M | +19.3% | +22.3% | -3.0% | +17.9% |
| YTD | +28.3% | +6.5% | +21.8% | +28.1% |
| 1Y | +34.3% | +38.8% | -4.5% | +29.0% |
| All | +34.3% | +46.1% | -11.9% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling