+177.1%
TRV vs S
-57.1%
+234.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.1% |
| 7D | +1.9% | -0.7% | +2.6% | +1.9% |
| 30D | +1.7% | -11.4% | +13.1% | +1.8% |
| 3M | +23.9% | +33.8% | -9.9% | +23.7% |
| 6M | +26.3% | +39.5% | -13.2% | +26.0% |
| YTD | +30.8% | +31.7% | -0.9% | +30.5% |
| 1Y | +36.3% | +7.0% | +29.3% | +36.1% |
| 3Y | +145.0% | +11.8% | +133.2% | +146.0% |
| 5Y | +163.9% | -69.0% | +232.9% | +161.1% |
| All | +177.1% | -57.1% | +234.2% | +184.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling