+1,528.3%
TRV vs MAR
+2,439.3%
-911.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.2% |
| 7D | +0.5% | -1.7% | +2.2% | +1.1% |
| 30D | -4.9% | -6.9% | +2.1% | -2.4% |
| 3M | +23.7% | -15.8% | +39.6% | +31.3% |
| 6M | +20.3% | +1.9% | +18.4% | +18.6% |
| YTD | +27.1% | +6.6% | +20.4% | +22.7% |
| 1Y | +35.3% | +23.7% | +11.7% | +23.4% |
| 3Y | +139.8% | +64.6% | +75.2% | +93.2% |
| 5Y | +153.9% | +156.4% | -2.5% | +66.6% |
| 10Y | +285.9% | +415.4% | -129.5% | +77.2% |
| All | +1,528.3% | +2,439.3% | -911.0% | +222.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling