+293.8%
TRV vs ROL
+210.1%
+83.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -1.5% | -3.2% | +1.7% | -0.5% |
| 30D | -1.8% | -6.6% | +4.8% | +0.3% |
| 3M | +21.6% | -27.3% | +48.9% | +33.9% |
| 6M | +22.5% | -38.1% | +60.5% | +41.9% |
| YTD | +28.1% | -41.8% | +69.9% | +50.9% |
| 1Y | +37.0% | -37.8% | +74.8% | +57.6% |
| 3Y | +141.9% | -0.3% | +142.2% | +138.2% |
| 5Y | +158.5% | -5.1% | +163.6% | +152.9% |
| All | +293.8% | +210.1% | +83.7% | +165.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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