+340.8%
TRV vs M
-6.5%
+347.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -2.4% | -3.3% | +0.9% | -2.0% |
| 30D | +7.5% | +8.1% | -0.6% | +6.3% |
| 3M | +6.7% | +2.2% | +4.5% | +6.2% |
| 6M | +35.5% | +35.1% | +0.3% | +29.6% |
| YTD | +39.3% | +15.8% | +23.4% | +35.4% |
| 1Y | +41.8% | +25.8% | +16.0% | +36.2% |
| 3Y | +147.3% | +156.2% | -8.9% | +107.8% |
| 5Y | +178.3% | -2.4% | +180.7% | +157.8% |
| All | +340.8% | -6.5% | +347.3% | +212.5% |
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