+4,954.1%
TRV vs ROP
+25,523.2%
-20,569.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.2% | -0.4% |
| 7D | -0.1% | -4.4% | +4.3% | +1.0% |
| 30D | -3.4% | +3.2% | -6.7% | -4.3% |
| 3M | +26.4% | +23.1% | +3.3% | +19.5% |
| 6M | +19.3% | +13.3% | +6.0% | +15.0% |
| YTD | +28.3% | -7.9% | +36.2% | +30.0% |
| 1Y | +34.3% | -22.1% | +56.3% | +41.9% |
| 3Y | +140.1% | -16.8% | +156.9% | +149.0% |
| 5Y | +155.7% | -13.5% | +169.3% | +160.6% |
| 10Y | +285.5% | +137.7% | +147.9% | +207.7% |
| All | +4,954.1% | +25,523.2% | -20,569.1% | +2,323.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling