+352.5%
TRV vs P
+691.2%
-338.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | +1.4% | -13.3% | +14.7% | +2.4% |
| 30D | +8.7% | -34.0% | +42.7% | +12.2% |
| 3M | +7.1% | +4.1% | +3.0% | +5.6% |
| 6M | +35.5% | +30.5% | +5.0% | +29.7% |
| YTD | +39.7% | +52.2% | -12.5% | +30.7% |
| 1Y | +44.1% | +10.3% | +33.8% | +38.7% |
| 3Y | +148.1% | +180.9% | -32.7% | +102.1% |
| 5Y | +178.6% | +259.7% | -81.2% | +111.7% |
| 10Y | +352.5% | +652.6% | -300.1% | +184.0% |
| All | +352.5% | +691.2% | -338.6% | +184.0% |
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