+34.3%
TRV vs PSX
+101.0%
-66.8%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -0.1% | +4.5% | -4.7% | -0.2% |
| 30D | -3.4% | +26.6% | -30.0% | -3.8% |
| 3M | +26.4% | +39.3% | -12.9% | +25.6% |
| 6M | +19.3% | +56.8% | -37.5% | +17.9% |
| YTD | +28.3% | +101.8% | -73.5% | +24.2% |
| 1Y | +34.3% | +99.6% | -65.3% | +29.2% |
| All | +34.3% | +101.0% | -66.8% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling