+357.4%
TRV vs PR
+66.7%
+290.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -0.9% | -12.4% | +11.5% | -0.1% |
| 30D | +7.2% | -6.6% | +13.7% | +7.5% |
| 3M | +3.2% | +7.5% | -4.3% | +2.6% |
| 6M | +33.6% | +10.8% | +22.8% | +32.4% |
| YTD | +37.8% | +57.0% | -19.2% | +33.2% |
| 1Y | +43.4% | +67.9% | -24.5% | +38.0% |
| 3Y | +146.7% | +87.6% | +59.1% | +133.8% |
| 5Y | +176.1% | +220.4% | -44.3% | +148.5% |
| 10Y | +357.4% | +64.8% | +292.6% | +288.8% |
| All | +357.4% | +66.7% | +290.7% | +288.8% |
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