+302.0%
TRV vs MKTX
+5.0%
+297.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.1% | +2.1% |
| 7D | +1.9% | -0.2% | +2.2% | +2.0% |
| 30D | +1.7% | +0.7% | +1.0% | +1.6% |
| 3M | +23.9% | +40.8% | -16.9% | +17.7% |
| 6M | +26.3% | -8.0% | +34.3% | +27.4% |
| YTD | +30.8% | -8.7% | +39.5% | +32.0% |
| 1Y | +36.3% | -11.8% | +48.2% | +38.1% |
| 3Y | +145.0% | -24.0% | +169.0% | +148.9% |
| 5Y | +163.9% | -60.3% | +224.2% | +196.6% |
| All | +302.0% | +5.0% | +297.0% | +267.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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