+749.8%
TRV vs PSX
+1,159.1%
-409.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.4% |
| 7D | +0.5% | +2.8% | -2.3% | -0.3% |
| 30D | -4.9% | +27.8% | -32.6% | -11.0% |
| 3M | +23.7% | +42.0% | -18.3% | +12.4% |
| 6M | +20.3% | +58.1% | -37.8% | +5.5% |
| YTD | +27.1% | +105.0% | -78.0% | +3.6% |
| 1Y | +35.3% | +104.9% | -69.6% | +9.9% |
| 3Y | +139.8% | +134.1% | +5.8% | +82.9% |
| 5Y | +153.9% | +363.8% | -210.0% | +52.4% |
| 10Y | +285.9% | +370.1% | -84.3% | +114.2% |
| All | +749.8% | +1,159.1% | -409.3% | +305.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling