+122.3%
TRV vs TLN
+589.3%
-467.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.3% |
| 7D | +0.2% | +5.8% | -5.7% | +0.2% |
| 30D | -2.3% | -6.9% | +4.5% | -2.4% |
| 3M | +22.7% | -10.9% | +33.6% | +22.5% |
| 6M | +21.9% | -4.6% | +26.6% | +21.7% |
| YTD | +27.5% | -14.7% | +42.2% | +27.4% |
| 1Y | +36.2% | -17.9% | +54.2% | +36.1% |
| 3Y | +140.6% | +483.9% | -343.3% | +143.0% |
| All | +122.3% | +589.3% | -467.0% | +139.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling