+153.9%
TRV vs M
+24.8%
+129.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.8% |
| 7D | +0.5% | +2.4% | -1.9% | +0.3% |
| 30D | -4.9% | -11.6% | +6.8% | -4.0% |
| 3M | +23.7% | +1.6% | +22.1% | +23.3% |
| 6M | +20.3% | +25.2% | -4.9% | +17.8% |
| YTD | +27.1% | +3.8% | +23.3% | +26.1% |
| 1Y | +35.3% | +36.3% | -1.0% | +31.1% |
| 3Y | +139.8% | +116.3% | +23.5% | +117.1% |
| 5Y | +153.9% | +28.2% | +125.7% | +138.3% |
| All | +153.9% | +24.8% | +129.0% | +138.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling