+6,432.7%
TRV vs MTB
+8,229.7%
-1,797.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +0.2% | +1.1% | -0.9% | -0.3% |
| 30D | -2.3% | -4.6% | +2.3% | -0.4% |
| 3M | +22.7% | +6.3% | +16.4% | +19.3% |
| 6M | +21.9% | +15.6% | +6.3% | +14.2% |
| YTD | +27.5% | +20.6% | +6.9% | +16.9% |
| 1Y | +36.2% | +22.5% | +13.7% | +23.8% |
| 3Y | +140.6% | +114.4% | +26.2% | +67.3% |
| 5Y | +154.5% | +101.9% | +52.6% | +73.4% |
| 10Y | +295.4% | +170.4% | +125.0% | +120.3% |
| All | +6,432.7% | +8,229.7% | -1,797.0% | +1,055.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling