+49.9%
TRV vs RUN
-53.7%
+103.6%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.5% |
| 7D | +3.9% | +18.5% | -14.6% | +4.2% |
| 30D | +13.5% | +15.5% | -2.0% | +13.7% |
| 3M | +8.9% | -20.3% | +29.2% | +8.2% |
| 6M | +36.8% | -30.8% | +67.5% | +35.4% |
| YTD | +42.7% | -52.2% | +94.9% | +40.6% |
| 1Y | +49.9% | -53.9% | +103.7% | +47.7% |
| All | +49.9% | -53.7% | +103.6% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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