+123.8%
TRV vs TLN
+583.6%
-459.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.8% | -5.1% | -1.3% |
| 7D | -0.1% | +7.1% | -7.2% | -0.1% |
| 30D | -3.4% | -3.9% | +0.5% | -3.5% |
| 3M | +26.4% | -16.2% | +42.6% | +26.2% |
| 6M | +19.3% | -5.8% | +25.1% | +19.1% |
| YTD | +28.3% | -15.4% | +43.8% | +28.2% |
| 1Y | +34.3% | -16.7% | +51.0% | +34.1% |
| 3Y | +140.1% | +473.8% | -333.6% | +142.0% |
| All | +123.8% | +583.6% | -459.7% | +141.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling