+123.5%
TRV vs TLN
+571.8%
-448.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.1% | +0.5% |
| 7D | -1.5% | +2.0% | -3.4% | -1.5% |
| 30D | -1.8% | -12.9% | +11.1% | -1.9% |
| 3M | +21.6% | -7.4% | +29.0% | +21.3% |
| 6M | +22.5% | -6.0% | +28.5% | +22.2% |
| YTD | +28.1% | -16.9% | +45.0% | +28.0% |
| 1Y | +37.0% | -22.6% | +59.7% | +37.0% |
| 3Y | +141.9% | +469.0% | -327.1% | +144.2% |
| All | +123.5% | +571.8% | -448.3% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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