+157.1%
TRV vs O
+15.0%
+142.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.8% |
| 7D | +0.2% | -2.3% | +2.4% | +0.9% |
| 30D | -2.3% | -2.4% | +0.1% | -1.6% |
| 3M | +22.7% | -0.6% | +23.3% | +23.0% |
| 6M | +21.9% | -5.0% | +26.9% | +23.8% |
| YTD | +27.5% | +10.4% | +17.1% | +23.9% |
| 1Y | +36.2% | +6.6% | +29.7% | +33.7% |
| 3Y | +140.6% | +28.4% | +112.2% | +124.3% |
| All | +157.1% | +15.0% | +142.1% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 5y: compounded portfolio wealth divided by compounded O 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…
5y analysis · Full analysis span regression · 6 months rolling