+6,961.6%
TRV vs RF
+1,423.8%
+5,537.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.8% |
| 7D | -0.3% | -0.9% | +0.7% | 0.0% |
| 30D | +9.6% | +6.0% | +3.6% | +7.8% |
| 3M | +2.7% | -8.9% | +11.6% | +5.4% |
| 6M | +32.0% | +2.3% | +29.7% | +30.9% |
| YTD | +37.8% | +7.6% | +30.2% | +34.3% |
| 1Y | +45.2% | +21.2% | +24.1% | +36.8% |
| 3Y | +145.3% | +108.5% | +36.7% | +95.1% |
| 5Y | +172.3% | +43.2% | +129.1% | +135.1% |
| 10Y | +367.3% | +288.1% | +79.3% | +195.5% |
| All | +6,961.6% | +1,423.8% | +5,537.7% | +2,336.0% |
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