+204.1%
TRV vs ROIV
+298.2%
-94.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.3% |
| 7D | +0.2% | +22.3% | -22.1% | -0.3% |
| 30D | -2.3% | +16.9% | -19.2% | -2.7% |
| 3M | +22.7% | +43.9% | -21.2% | +21.5% |
| 6M | +21.9% | +41.6% | -19.6% | +20.7% |
| YTD | +27.5% | +92.7% | -65.2% | +25.0% |
| 1Y | +36.2% | +210.2% | -173.9% | +31.7% |
| 3Y | +140.6% | +231.8% | -91.2% | +131.0% |
| 5Y | +154.5% | +319.8% | -165.3% | +138.3% |
| All | +204.1% | +298.2% | -94.1% | +183.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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