+295.4%
TRV vs MSCI
+615.8%
-320.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.2% |
| 7D | +0.2% | -1.1% | +1.3% | +0.5% |
| 30D | -2.3% | -1.2% | -1.2% | -2.1% |
| 3M | +22.7% | -8.4% | +31.1% | +25.0% |
| 6M | +21.9% | -1.0% | +23.0% | +21.4% |
| YTD | +27.5% | -2.3% | +29.7% | +26.7% |
| 1Y | +36.2% | -1.2% | +37.4% | +34.7% |
| 3Y | +140.6% | +7.9% | +132.7% | +127.9% |
| 5Y | +154.5% | -10.1% | +164.6% | +148.2% |
| 10Y | +295.4% | +631.0% | -335.5% | +106.6% |
| All | +295.4% | +615.8% | -320.3% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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