+148.4%
TRV vs NVD
-99.1%
+247.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.1% |
| 7D | +1.9% | +10.8% | -8.9% | +1.8% |
| 30D | +1.7% | +0.8% | +1.0% | +1.7% |
| 3M | +23.9% | -20.8% | +44.7% | +24.2% |
| 6M | +26.3% | -41.2% | +67.4% | +26.7% |
| YTD | +30.8% | -44.2% | +75.0% | +31.2% |
| 1Y | +36.3% | -54.2% | +90.5% | +36.7% |
| 3Y | +145.0% | -99.1% | +244.1% | +147.5% |
| All | +148.4% | -99.1% | +247.5% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 10y: compounded portfolio wealth divided by compounded NVD 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…
10y analysis · Full analysis span regression · 6 months rolling