+337.6%
TRV vs RUN
-29.4%
+367.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -1.1% |
| 7D | +0.5% | +10.2% | -9.7% | +0.2% |
| 30D | -4.9% | -9.6% | +4.8% | -4.6% |
| 3M | +23.7% | -31.5% | +55.2% | +25.0% |
| 6M | +20.3% | -18.7% | +39.0% | +20.5% |
| YTD | +27.1% | -49.9% | +76.9% | +28.8% |
| 1Y | +35.3% | -45.5% | +80.8% | +36.4% |
| 3Y | +139.8% | -34.1% | +173.9% | +127.8% |
| 5Y | +153.9% | -79.4% | +233.3% | +149.9% |
| 10Y | +285.9% | +48.9% | +236.9% | +206.6% |
| All | +337.6% | -29.4% | +367.0% | +248.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling