+4,110.7%
TRV vs O
+5,221.5%
-1,110.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.3% |
| 7D | +2.0% | -0.4% | +2.4% | +2.2% |
| 30D | +6.7% | +7.1% | -0.4% | +3.6% |
| 3M | +9.4% | -5.2% | +14.6% | +11.8% |
| 6M | +37.7% | -1.8% | +39.5% | +38.7% |
| YTD | +40.6% | +9.1% | +31.5% | +35.2% |
| 1Y | +42.4% | +9.7% | +32.8% | +36.5% |
| 3Y | +148.1% | +39.1% | +109.0% | +112.4% |
| 5Y | +181.7% | +8.4% | +173.3% | +164.4% |
| 10Y | +352.6% | +80.2% | +272.4% | +230.6% |
| All | +4,110.7% | +5,221.5% | -1,110.8% | +1,021.6% |
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