+169.2%
TRV vs S
-57.8%
+226.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -1.0% |
| 7D | +0.5% | -5.8% | +6.3% | +0.5% |
| 30D | -4.9% | -9.2% | +4.4% | -4.8% |
| 3M | +23.7% | +23.4% | +0.4% | +23.6% |
| 6M | +20.3% | +36.9% | -16.6% | +20.1% |
| YTD | +27.1% | +29.5% | -2.5% | +26.8% |
| 1Y | +35.3% | +5.4% | +29.9% | +35.2% |
| 3Y | +139.8% | +14.7% | +125.1% | +140.9% |
| 5Y | +153.9% | -71.5% | +225.4% | +150.2% |
| All | +169.2% | -57.8% | +226.9% | +176.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling