+302.0%
TRV vs TDY
+479.2%
-177.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.6% |
| 7D | +1.9% | -1.1% | +3.1% | +2.4% |
| 30D | +1.7% | -12.0% | +13.8% | +7.4% |
| 3M | +23.9% | -3.2% | +27.1% | +25.1% |
| 6M | +26.3% | -7.9% | +34.1% | +29.6% |
| YTD | +30.8% | +18.2% | +12.6% | +19.1% |
| 1Y | +36.3% | +6.7% | +29.7% | +29.7% |
| 3Y | +145.0% | +47.5% | +97.5% | +97.3% |
| 5Y | +163.9% | +39.5% | +124.4% | +112.7% |
| All | +302.0% | +479.2% | -177.2% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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