+293.2%
TRV vs MP
+278.3%
+15.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.0% | +0.9% |
| 7D | +0.1% | +11.0% | -10.9% | -0.2% |
| 30D | +8.0% | -11.7% | +19.7% | +8.3% |
| 3M | +9.3% | -30.8% | +40.1% | +10.1% |
| 6M | +36.2% | -42.9% | +79.1% | +37.7% |
| YTD | +40.6% | -25.9% | +66.4% | +40.4% |
| 1Y | +43.1% | -37.3% | +80.4% | +43.6% |
| 3Y | +149.6% | +150.7% | -1.1% | +130.4% |
| 5Y | +181.6% | -19.3% | +200.9% | +169.3% |
| All | +293.2% | +278.3% | +15.0% | +238.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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