+140.0%
TRV vs RUN
-38.5%
+178.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.5% | +0.5% |
| 7D | -1.5% | -3.4% | +1.9% | -1.5% |
| 30D | -1.8% | -14.0% | +12.1% | -2.0% |
| 3M | +21.6% | -27.5% | +49.1% | +21.2% |
| 6M | +22.5% | -29.0% | +51.4% | +22.1% |
| YTD | +28.1% | -53.1% | +81.2% | +27.5% |
| 1Y | +37.0% | -46.7% | +83.8% | +36.6% |
| All | +140.0% | -38.5% | +178.5% | +143.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling