+37.0%
TRV vs S
+10.1%
+27.0%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.5% |
| 7D | -1.5% | +0.1% | -1.5% | -1.5% |
| 30D | -1.8% | -11.8% | +10.0% | -1.5% |
| 3M | +21.6% | +33.9% | -12.4% | +20.4% |
| 6M | +22.5% | +40.1% | -17.6% | +20.8% |
| YTD | +28.1% | +32.1% | -3.9% | +26.5% |
| 1Y | +37.0% | +11.0% | +26.0% | +36.4% |
| All | +37.0% | +10.1% | +27.0% | +36.4% |
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