+6,477.2%
TRV vs RF
+1,537.4%
+4,939.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | -0.1% | +1.3% | -1.5% | -0.5% |
| 30D | -3.4% | -3.6% | +0.2% | -2.4% |
| 3M | +26.4% | +8.1% | +18.3% | +23.5% |
| 6M | +19.3% | +11.5% | +7.8% | +15.4% |
| YTD | +28.3% | +15.6% | +12.8% | +22.7% |
| 1Y | +34.3% | +15.7% | +18.6% | +28.1% |
| 3Y | +140.1% | +86.9% | +53.2% | +96.2% |
| 5Y | +155.7% | +89.8% | +65.9% | +103.9% |
| 10Y | +285.5% | +344.7% | -59.1% | +134.8% |
| All | +6,477.2% | +1,537.4% | +4,939.8% | +2,124.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling