+181.6%
TRV vs ROL
+13.5%
+168.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.3% |
| 7D | +0.1% | -1.7% | +1.8% | +0.5% |
| 30D | +8.0% | +18.5% | -10.5% | +3.1% |
| 3M | +9.3% | +4.3% | +4.9% | +7.8% |
| 6M | +36.2% | -27.7% | +63.9% | +48.3% |
| YTD | +40.6% | -35.8% | +76.4% | +57.7% |
| 1Y | +43.1% | -34.1% | +77.2% | +59.2% |
| 3Y | +149.6% | +2.9% | +146.7% | +148.2% |
| 5Y | +181.6% | +12.7% | +168.9% | +177.5% |
| All | +181.6% | +13.5% | +168.2% | +177.5% |
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