+33.5%
TRV vs PSX
+102.5%
-68.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.5% |
| 7D | -1.5% | +1.5% | -3.0% | -1.5% |
| 30D | -1.8% | +15.8% | -17.6% | -2.0% |
| 3M | +21.6% | +43.0% | -21.4% | +20.9% |
| 6M | +22.5% | +61.1% | -38.6% | +20.9% |
| YTD | +28.1% | +104.5% | -76.4% | +24.3% |
| All | +33.5% | +102.5% | -68.9% | +28.9% |
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