+361.0%
TRV vs P
+485.4%
-124.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.5% |
| 7D | -0.1% | +6.5% | -6.7% | -0.7% |
| 30D | -3.4% | +18.8% | -22.3% | -5.2% |
| 3M | +26.4% | +26.7% | -0.3% | +22.9% |
| 6M | +19.3% | +62.2% | -42.9% | +12.6% |
| YTD | +28.3% | +48.5% | -20.2% | +21.5% |
| 1Y | +34.3% | +26.4% | +7.9% | +28.1% |
| 3Y | +140.1% | +159.4% | -19.3% | +101.4% |
| 5Y | +155.7% | +275.8% | -120.1% | +98.2% |
| 10Y | +285.5% | +732.0% | -446.5% | +153.7% |
| All | +361.0% | +485.4% | -124.3% | +204.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling