+291.7%
TRV vs M
-5.5%
+297.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +0.8% |
| 7D | +0.2% | -4.1% | +4.2% | +0.7% |
| 30D | -2.3% | -13.6% | +11.3% | -0.6% |
| 3M | +22.7% | -2.3% | +25.0% | +22.6% |
| 6M | +21.9% | +21.9% | 0.0% | +18.2% |
| YTD | +27.5% | -0.6% | +28.1% | +26.5% |
| 1Y | +36.2% | +29.7% | +6.5% | +30.2% |
| 3Y | +140.6% | +107.3% | +33.3% | +107.7% |
| 5Y | +154.5% | +20.5% | +134.0% | +125.6% |
| All | +291.7% | -5.5% | +297.2% | +179.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling