+344.9%
TRV vs P
+652.0%
-307.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.2% |
| 7D | +2.0% | +11.6% | -9.6% | +1.1% |
| 30D | +6.7% | -23.7% | +30.4% | +8.8% |
| 3M | +9.4% | -8.0% | +17.3% | +9.2% |
| 6M | +37.7% | +27.9% | +9.8% | +32.3% |
| YTD | +40.6% | +61.2% | -20.6% | +30.9% |
| 1Y | +42.4% | +28.6% | +13.8% | +35.0% |
| 3Y | +148.1% | +200.5% | -52.4% | +100.8% |
| 5Y | +181.7% | +282.9% | -101.3% | +113.0% |
| All | +344.9% | +652.0% | -307.1% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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