+352.5%
TRV vs PR
+65.1%
+287.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.4% |
| 7D | +1.4% | -9.5% | +10.9% | +2.0% |
| 30D | +8.7% | -5.7% | +14.4% | +9.0% |
| 3M | +7.1% | +3.0% | +4.1% | +6.7% |
| 6M | +35.5% | +11.8% | +23.7% | +34.2% |
| YTD | +39.7% | +58.5% | -18.7% | +35.0% |
| 1Y | +44.1% | +69.9% | -25.8% | +38.5% |
| 3Y | +148.1% | +84.9% | +63.2% | +135.3% |
| 5Y | +178.6% | +246.4% | -67.9% | +149.6% |
| 10Y | +352.5% | +70.3% | +282.2% | +283.2% |
| All | +352.5% | +65.1% | +287.5% | +283.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling