+344.9%
TRV vs PR
+83.7%
+261.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.8% |
| 7D | +0.1% | +6.7% | -6.6% | -0.3% |
| 30D | +8.0% | -6.1% | +14.2% | +8.4% |
| 3M | +9.3% | +6.9% | +2.4% | +8.7% |
| 6M | +36.2% | +14.6% | +21.6% | +34.7% |
| YTD | +40.6% | +66.1% | -25.6% | +35.4% |
| 1Y | +43.1% | +77.0% | -34.0% | +37.2% |
| 3Y | +149.6% | +93.8% | +55.8% | +136.0% |
| 5Y | +181.6% | +268.2% | -86.6% | +151.4% |
| All | +344.9% | +83.7% | +261.1% | +274.4% |
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