+145.8%
TRV vs S
+51.7%
+94.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | -2.4% | +1.2% | -3.6% | -2.5% |
| 30D | +7.5% | -7.3% | +14.8% | +7.7% |
| 3M | +6.7% | +5.9% | +0.8% | +6.2% |
| 6M | +35.5% | +45.6% | -10.2% | +32.8% |
| YTD | +39.3% | +58.5% | -19.3% | +35.7% |
| 1Y | +41.8% | +37.6% | +4.2% | +39.0% |
| All | +145.8% | +51.7% | +94.1% | +154.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling