+293.8%
TRV vs MAR
+441.6%
-147.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.8% |
| 7D | -1.5% | -2.1% | +0.6% | -0.8% |
| 30D | -1.8% | -5.7% | +3.8% | -0.1% |
| 3M | +21.6% | -14.6% | +36.2% | +27.3% |
| 6M | +22.5% | +1.3% | +21.1% | +21.2% |
| YTD | +28.1% | +6.7% | +21.4% | +24.4% |
| 1Y | +37.0% | +26.4% | +10.6% | +25.8% |
| 3Y | +141.9% | +64.7% | +77.2% | +101.3% |
| 5Y | +158.5% | +153.1% | +5.4% | +80.7% |
| All | +293.8% | +441.6% | -147.8% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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