+34.3%
TRV vs S
+10.1%
+24.1%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | -0.1% | -7.7% | +7.6% | 0.0% |
| 30D | -3.4% | -5.3% | +1.9% | -3.3% |
| 3M | +26.4% | +20.3% | +6.1% | +25.5% |
| 6M | +19.3% | +47.4% | -28.1% | +17.7% |
| YTD | +28.3% | +32.5% | -4.2% | +26.8% |
| 1Y | +34.3% | +9.5% | +24.8% | +33.9% |
| All | +34.3% | +10.1% | +24.1% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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