+302.0%
TRV vs OMC
+34.2%
+267.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.6% | +2.3% |
| 7D | +1.9% | -4.4% | +6.3% | +3.4% |
| 30D | +1.7% | -7.6% | +9.3% | +4.3% |
| 3M | +23.9% | +4.5% | +19.4% | +21.3% |
| 6M | +26.3% | -0.3% | +26.5% | +25.3% |
| YTD | +30.8% | -0.1% | +30.9% | +28.5% |
| 1Y | +36.3% | +4.6% | +31.7% | +31.0% |
| 3Y | +145.0% | +10.5% | +134.5% | +124.3% |
| 5Y | +163.9% | +31.7% | +132.2% | +114.6% |
| All | +302.0% | +34.2% | +267.8% | +198.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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