+344.9%
TRV vs RF
+219.4%
+125.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | +8.0% | +5.6% | +2.5% | +5.8% |
| 3M | +9.3% | -8.9% | +18.2% | +13.2% |
| 6M | +36.2% | +7.1% | +29.1% | +32.1% |
| YTD | +40.6% | +8.3% | +32.3% | +35.1% |
| 1Y | +43.1% | +16.8% | +26.2% | +33.2% |
| 3Y | +149.6% | +115.0% | +34.6% | +76.3% |
| 5Y | +181.6% | +46.4% | +135.2% | +124.5% |
| All | +344.9% | +219.4% | +125.4% | +141.6% |
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