+49.9%
TRV vs ROST
+54.7%
-4.8%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.1% | -2.6% | +2.8% |
| 7D | +3.9% | +7.8% | -3.9% | +3.0% |
| 30D | +13.5% | +8.6% | +4.9% | +12.5% |
| 3M | +8.9% | -1.9% | +10.8% | +8.6% |
| 6M | +36.8% | +9.1% | +27.6% | +36.0% |
| YTD | +42.7% | +37.2% | +5.4% | +41.0% |
| 1Y | +49.9% | +52.7% | -2.9% | +46.2% |
| All | +49.9% | +54.7% | -4.8% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling