+302.0%
TRV vs QSR
+135.2%
+166.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.9% |
| 7D | +1.9% | -4.0% | +5.9% | +3.4% |
| 30D | +1.7% | +2.8% | -1.0% | +0.7% |
| 3M | +23.9% | +5.1% | +18.8% | +21.3% |
| 6M | +26.3% | +8.8% | +17.5% | +21.8% |
| YTD | +30.8% | +14.8% | +16.0% | +23.5% |
| 1Y | +36.3% | +25.7% | +10.6% | +24.1% |
| 3Y | +145.0% | +27.5% | +117.5% | +117.3% |
| 5Y | +163.9% | +41.3% | +122.6% | +121.5% |
| All | +302.0% | +135.2% | +166.8% | +187.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling