+1,586.6%
TRV vs MKTX
+1,443.5%
+143.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | -1.8% | +0.8% | -2.6% | -2.0% |
| 3M | +21.6% | +41.1% | -19.6% | +11.2% |
| 6M | +22.5% | -9.5% | +32.0% | +23.4% |
| YTD | +28.1% | -8.7% | +36.8% | +28.6% |
| 1Y | +37.0% | -10.0% | +47.0% | +37.7% |
| 3Y | +141.9% | -24.6% | +166.5% | +145.9% |
| 5Y | +158.5% | -60.3% | +218.8% | +196.3% |
| 10Y | +297.5% | +5.0% | +292.5% | +239.1% |
| All | +1,586.6% | +1,443.5% | +143.1% | +464.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling