+293.8%
TRV vs M
-10.0%
+303.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.7% | +5.2% | +1.1% |
| 7D | -1.5% | -8.8% | +7.3% | -0.4% |
| 30D | -1.8% | -16.4% | +14.6% | +0.3% |
| 3M | +21.6% | -10.8% | +32.4% | +22.9% |
| 6M | +22.5% | +16.1% | +6.3% | +19.4% |
| YTD | +28.1% | -5.3% | +33.4% | +27.9% |
| 1Y | +37.0% | +24.9% | +12.2% | +31.6% |
| 3Y | +141.9% | +97.5% | +44.3% | +110.0% |
| 5Y | +158.5% | +20.4% | +138.1% | +128.7% |
| All | +293.8% | -10.0% | +303.8% | +182.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling