+295.4%
TRV vs P
+694.3%
-398.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.4% | +0.7% |
| 7D | +0.2% | +5.0% | -4.8% | -0.3% |
| 30D | -2.3% | -0.9% | -1.4% | -2.5% |
| 3M | +22.7% | +38.7% | -16.0% | +18.2% |
| 6M | +21.9% | +54.4% | -32.4% | +15.3% |
| YTD | +27.5% | +44.8% | -17.4% | +20.7% |
| 1Y | +36.2% | +22.5% | +13.7% | +30.1% |
| 3Y | +140.6% | +148.2% | -7.6% | +100.4% |
| 5Y | +154.5% | +268.9% | -114.4% | +93.4% |
| 10Y | +295.4% | +696.9% | -401.5% | +151.4% |
| All | +295.4% | +694.3% | -398.8% | +151.4% |
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