+145.0%
TRV vs NOC
+28.9%
+116.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +1.9% | +0.8% | +1.2% | +1.8% |
| 30D | +1.7% | -9.7% | +11.4% | +3.4% |
| 3M | +23.9% | -5.6% | +29.5% | +24.9% |
| 6M | +26.3% | -28.6% | +54.9% | +32.6% |
| YTD | +30.8% | -7.9% | +38.7% | +31.5% |
| 1Y | +36.3% | -9.5% | +45.8% | +37.5% |
| 3Y | +145.0% | +28.4% | +116.6% | +133.5% |
| All | +145.0% | +28.9% | +116.1% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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