+235.0%
TRV vs NTR
+98.7%
+136.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.2% |
| 7D | -1.5% | -2.5% | +1.0% | -0.9% |
| 30D | -1.8% | +17.0% | -18.8% | -5.8% |
| 3M | +21.6% | +22.2% | -0.6% | +15.0% |
| 6M | +22.5% | +5.2% | +17.3% | +19.7% |
| YTD | +28.1% | +29.7% | -1.5% | +17.7% |
| 1Y | +37.0% | +39.4% | -2.4% | +22.7% |
| 3Y | +141.9% | +38.2% | +103.7% | +112.9% |
| 5Y | +158.5% | +47.6% | +110.9% | +100.6% |
| All | +235.0% | +98.7% | +136.3% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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