+293.8%
TRV vs MTB
+172.9%
+120.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -1.5% | -0.4% | -1.0% | -1.3% |
| 30D | -1.8% | -4.6% | +2.8% | 0.0% |
| 3M | +21.6% | +7.4% | +14.1% | +17.9% |
| 6M | +22.5% | +18.7% | +3.8% | +14.1% |
| YTD | +28.1% | +21.1% | +7.1% | +18.1% |
| 1Y | +37.0% | +24.1% | +13.0% | +24.8% |
| 3Y | +141.9% | +115.3% | +26.5% | +72.3% |
| 5Y | +158.5% | +106.0% | +52.5% | +77.9% |
| All | +293.8% | +172.9% | +120.9% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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