+145.0%
TRV vs QSR
+25.8%
+119.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.0% |
| 7D | +1.9% | -4.0% | +5.9% | +2.8% |
| 30D | +1.7% | +2.8% | -1.0% | +1.1% |
| 3M | +23.9% | +5.1% | +18.8% | +22.4% |
| 6M | +26.3% | +8.8% | +17.5% | +23.7% |
| YTD | +30.8% | +14.8% | +16.0% | +26.5% |
| 1Y | +36.3% | +25.7% | +10.6% | +29.2% |
| 3Y | +145.0% | +27.5% | +117.5% | +130.4% |
| All | +145.0% | +25.8% | +119.2% | +130.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling