+143.0%
TRV vs PL
+454.1%
-311.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.3% |
| 7D | -0.1% | -9.3% | +9.2% | 0.0% |
| 30D | -3.4% | -18.9% | +15.5% | -3.2% |
| 3M | +26.4% | -58.4% | +84.8% | +27.7% |
| 6M | +19.3% | -30.3% | +49.6% | +19.0% |
| YTD | +28.3% | -8.1% | +36.4% | +26.9% |
| 1Y | +34.3% | +180.5% | -146.2% | +28.2% |
| All | +143.0% | +454.1% | -311.1% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 3y: compounded portfolio wealth divided by compounded PL 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…
3y analysis · Full analysis span regression · 6 months rolling