+325.7%
TRV vs PR
+152.6%
+173.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.0% |
| 7D | -0.3% | -16.4% | +16.2% | +0.8% |
| 30D | +9.6% | -1.9% | +11.5% | +9.6% |
| 3M | +2.7% | +8.0% | -5.2% | +2.1% |
| 6M | +32.0% | +4.1% | +27.9% | +31.4% |
| YTD | +37.8% | +58.7% | -20.9% | +33.2% |
| 1Y | +45.2% | +75.8% | -30.6% | +39.4% |
| 3Y | +145.3% | +73.2% | +72.1% | +133.7% |
| 5Y | +172.3% | +230.1% | -57.8% | +144.9% |
| 10Y | +367.3% | +67.4% | +300.0% | +288.2% |
| All | +325.7% | +152.6% | +173.2% | +251.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling