+145.0%
TRV vs MKTX
-25.3%
+170.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.1% | +2.1% |
| 7D | +1.9% | -0.2% | +2.2% | +1.9% |
| 30D | +1.7% | +0.7% | +1.0% | +1.7% |
| 3M | +23.9% | +40.8% | -16.9% | +22.9% |
| 6M | +26.3% | -8.0% | +34.3% | +28.2% |
| YTD | +30.8% | -8.7% | +39.5% | +32.9% |
| 1Y | +36.3% | -11.8% | +48.2% | +38.6% |
| 3Y | +145.0% | -24.0% | +169.0% | +149.5% |
| All | +145.0% | -25.3% | +170.3% | +149.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling