+3,743.8%
TRV vs O
+5,387.7%
-1,644.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | -0.1% | -0.7% | +0.6% | +0.2% |
| 30D | -3.4% | -1.9% | -1.5% | -2.6% |
| 3M | +26.4% | +3.8% | +22.6% | +24.4% |
| 6M | +19.3% | -4.7% | +24.0% | +21.7% |
| YTD | +28.3% | +12.5% | +15.9% | +21.8% |
| 1Y | +34.3% | +10.8% | +23.4% | +28.0% |
| 3Y | +140.1% | +28.8% | +111.4% | +112.0% |
| 5Y | +155.7% | +13.2% | +142.5% | +135.3% |
| 10Y | +285.5% | +53.5% | +232.1% | +200.3% |
| All | +3,743.8% | +5,387.7% | -1,644.0% | +911.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling