+180.5%
TRV vs PL
+31.5%
+149.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | 0.0% |
| 7D | +2.0% | +10.0% | -8.0% | +1.9% |
| 30D | +6.7% | -2.3% | +9.0% | +6.7% |
| 3M | +9.4% | -44.2% | +53.6% | +10.1% |
| 6M | +37.7% | -66.1% | +103.8% | +39.5% |
| YTD | +40.6% | -30.0% | +70.6% | +39.7% |
| 1Y | +42.4% | +21.0% | +21.4% | +39.4% |
| 3Y | +148.1% | +516.5% | -368.4% | +128.3% |
| All | +180.5% | +31.5% | +149.0% | +158.1% |
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