+5,514.6%
TRV vs M
+436.6%
+5,078.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | +2.0% | +7.0% | -5.0% | +0.6% |
| 30D | +6.7% | +8.9% | -2.2% | +4.8% |
| 3M | +9.4% | +4.5% | +4.9% | +8.0% |
| 6M | +37.7% | +36.2% | +1.5% | +28.3% |
| YTD | +40.6% | +15.1% | +25.5% | +34.5% |
| 1Y | +42.4% | +27.4% | +15.0% | +33.3% |
| 3Y | +148.1% | +160.1% | -12.0% | +90.0% |
| 5Y | +181.7% | -1.6% | +183.3% | +147.1% |
| 10Y | +352.6% | -7.7% | +360.3% | +235.7% |
| All | +5,514.6% | +436.6% | +5,078.0% | +2,291.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling