+33.5%
TRV vs MTB
+24.2%
+9.4%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -1.5% | -0.4% | -1.0% | -1.4% |
| 30D | -1.8% | -4.6% | +2.8% | -0.7% |
| 3M | +21.6% | +7.4% | +14.1% | +18.7% |
| 6M | +22.5% | +18.7% | +3.8% | +16.4% |
| YTD | +28.1% | +21.1% | +7.1% | +20.7% |
| All | +33.5% | +24.2% | +9.4% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling