+145.0%
TRV vs NYT
+56.2%
+88.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.0% |
| 7D | +1.9% | -0.6% | +2.5% | +2.0% |
| 30D | +1.7% | +4.6% | -2.9% | +1.0% |
| 3M | +23.9% | -9.6% | +33.5% | +25.2% |
| 6M | +26.3% | -14.0% | +40.3% | +28.4% |
| YTD | +30.8% | -2.8% | +33.7% | +29.7% |
| 1Y | +36.3% | +15.6% | +20.7% | +30.4% |
| 3Y | +145.0% | +56.3% | +88.7% | +121.6% |
| All | +145.0% | +56.2% | +88.8% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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