+285.9%
TRV vs RF
+334.9%
-49.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | +0.5% | +2.7% | -2.2% | -0.5% |
| 30D | -4.9% | -3.4% | -1.5% | -3.6% |
| 3M | +23.7% | +6.4% | +17.4% | +20.5% |
| 6M | +20.3% | +13.4% | +6.9% | +14.1% |
| YTD | +27.1% | +14.2% | +12.8% | +19.7% |
| 1Y | +35.3% | +15.7% | +19.6% | +26.6% |
| 3Y | +139.8% | +91.3% | +48.5% | +77.7% |
| 5Y | +153.9% | +89.8% | +64.1% | +80.9% |
| 10Y | +285.9% | +336.7% | -50.8% | +91.1% |
| All | +285.9% | +334.9% | -49.1% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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