+145.0%
TRV vs MTB
+114.2%
+30.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.7% | +2.0% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | +1.7% | -4.8% | +6.5% | +3.2% |
| 3M | +23.9% | +6.0% | +17.9% | +21.4% |
| 6M | +26.3% | +19.6% | +6.7% | +19.1% |
| YTD | +30.8% | +21.5% | +9.3% | +22.5% |
| 1Y | +36.3% | +24.7% | +11.6% | +26.4% |
| 3Y | +145.0% | +108.6% | +36.4% | +101.3% |
| All | +145.0% | +114.2% | +30.8% | +101.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling