+157.1%
TRV vs ROL
-4.6%
+161.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +0.2% | -3.3% | +3.5% | +1.0% |
| 30D | -2.3% | -7.2% | +4.9% | -0.5% |
| 3M | +22.7% | -27.0% | +49.7% | +32.7% |
| 6M | +21.9% | -39.5% | +61.5% | +38.6% |
| YTD | +27.5% | -41.8% | +69.3% | +45.9% |
| 1Y | +36.2% | -38.9% | +75.1% | +53.7% |
| 3Y | +140.6% | -0.4% | +141.0% | +143.4% |
| All | +157.1% | -4.6% | +161.7% | +157.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling