+154.5%
TRV vs ROP
-16.4%
+171.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.8% |
| 7D | +0.2% | -6.1% | +6.3% | +2.2% |
| 30D | -2.3% | -3.4% | +1.0% | -1.3% |
| 3M | +22.7% | +16.7% | +6.0% | +16.2% |
| 6M | +21.9% | +8.1% | +13.9% | +18.2% |
| YTD | +27.5% | -11.7% | +39.1% | +32.7% |
| 1Y | +36.2% | -24.2% | +60.5% | +50.5% |
| 3Y | +140.6% | -19.0% | +159.6% | +159.1% |
| 5Y | +154.5% | -15.9% | +170.4% | +166.2% |
| All | +154.5% | -16.4% | +171.0% | +166.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling