+36.2%
TRV vs P
+22.0%
+14.2%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.4% | +0.2% |
| 7D | +0.2% | +5.0% | -4.8% | +0.4% |
| 30D | -2.3% | -0.9% | -1.4% | -2.3% |
| 3M | +22.7% | +38.7% | -16.0% | +24.9% |
| 6M | +21.9% | +54.4% | -32.4% | +24.9% |
| YTD | +27.5% | +44.8% | -17.4% | +30.3% |
| 1Y | +36.2% | +22.5% | +13.7% | +41.5% |
| All | +36.2% | +22.0% | +14.2% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling