+159.7%
TRV vs RUN
-81.0%
+240.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.1% |
| 7D | +1.9% | -3.7% | +5.6% | +1.9% |
| 30D | +1.7% | -13.0% | +14.7% | +1.7% |
| 3M | +23.9% | -31.8% | +55.7% | +23.8% |
| 6M | +26.3% | -32.2% | +58.5% | +26.2% |
| YTD | +30.8% | -53.5% | +84.3% | +30.7% |
| 1Y | +36.3% | -46.5% | +82.9% | +36.2% |
| 3Y | +145.0% | -37.6% | +182.6% | +142.4% |
| All | +159.7% | -81.0% | +240.6% | +158.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling