+148.1%
TRV vs ROP
-5.1%
+153.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +2.0% | +0.7% | +1.3% | +1.8% |
| 30D | +6.7% | +28.8% | -22.1% | -1.4% |
| 3M | +9.4% | +21.1% | -11.7% | +2.9% |
| 6M | +37.7% | +52.5% | -14.8% | +19.8% |
| YTD | +40.6% | +8.9% | +31.7% | +38.5% |
| 1Y | +42.4% | +8.2% | +34.2% | +40.6% |
| 3Y | +148.1% | -5.2% | +153.3% | +164.8% |
| All | +148.1% | -5.1% | +153.2% | +164.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling