+148.1%
TRV vs PR
+93.4%
+54.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +8.3% |
| 3M | +9.3% | +6.9% | +2.4% | +8.6% |
| 6M | +36.2% | +14.6% | +21.6% | +34.6% |
| YTD | +40.6% | +66.1% | -25.6% | +33.8% |
| 1Y | +43.1% | +77.0% | -34.0% | +35.2% |
| All | +148.1% | +93.4% | +54.7% | +133.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling