+153.9%
TRV vs P
+283.1%
-129.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.0% |
| 7D | +0.5% | +7.8% | -7.4% | +0.3% |
| 30D | -4.9% | +12.3% | -17.2% | -5.2% |
| 3M | +23.7% | +37.1% | -13.4% | +22.6% |
| 6M | +20.3% | +66.1% | -45.8% | +18.1% |
| YTD | +27.1% | +50.9% | -23.9% | +24.9% |
| 1Y | +35.3% | +27.2% | +8.1% | +33.5% |
| 3Y | +139.8% | +158.7% | -18.9% | +121.4% |
| 5Y | +153.9% | +291.1% | -137.2% | +119.9% |
| All | +153.9% | +283.1% | -129.2% | +119.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling