+302.0%
TRV vs ROP
+135.6%
+166.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +1.9% | -4.6% | +6.5% | +4.2% |
| 30D | +1.7% | -1.7% | +3.4% | +2.4% |
| 3M | +23.9% | +17.1% | +6.8% | +14.4% |
| 6M | +26.3% | +10.9% | +15.4% | +19.1% |
| YTD | +30.8% | -12.1% | +42.9% | +37.3% |
| 1Y | +36.3% | -24.2% | +60.6% | +53.8% |
| 3Y | +145.0% | -20.4% | +165.4% | +166.8% |
| 5Y | +163.9% | -15.4% | +179.3% | +173.1% |
| All | +302.0% | +135.6% | +166.4% | +154.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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