+5,436.6%
TRV vs ROP
+30,173.0%
-24,736.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.2% |
| 3M | +9.4% | +21.1% | -11.7% | +3.8% |
| 6M | +37.7% | +52.5% | -14.8% | +22.7% |
| YTD | +40.6% | +8.9% | +31.7% | +36.1% |
| 1Y | +42.4% | +8.2% | +34.2% | +38.1% |
| 3Y | +148.1% | -5.2% | +153.3% | +148.2% |
| 5Y | +181.7% | +1.7% | +180.0% | +174.7% |
| 10Y | +352.6% | +185.4% | +167.2% | +244.0% |
| All | +5,436.6% | +30,173.0% | -24,736.4% | +2,437.0% |
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 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