+344.9%
TRV vs ROL
+221.5%
+123.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.5% | -0.8% |
| 7D | +2.0% | +3.0% | -1.0% | +1.1% |
| 30D | +6.7% | +19.8% | -13.0% | +0.7% |
| 3M | +9.4% | +7.9% | +1.5% | +6.4% |
| 6M | +37.7% | -25.6% | +63.4% | +50.3% |
| YTD | +40.6% | -34.1% | +74.7% | +58.9% |
| 1Y | +42.4% | -31.4% | +73.8% | +58.8% |
| 3Y | +148.1% | +4.7% | +143.4% | +140.3% |
| 5Y | +181.7% | +15.6% | +166.1% | +158.5% |
| All | +344.9% | +221.5% | +123.4% | +186.1% |
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