+157.9%
TRV vs PL
+82.7%
+75.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +27.9% |
| 6M | +19.3% | -30.3% | +49.6% | +19.1% |
| YTD | +28.3% | -8.1% | +36.4% | +27.2% |
| 1Y | +34.3% | +180.5% | -146.2% | +28.9% |
| 3Y | +140.1% | +444.1% | -304.0% | +121.8% |
| All | +157.9% | +82.7% | +75.3% | +135.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling