+140.0%
TRV vs TNA
+99.7%
+40.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +0.8% |
| 7D | -1.5% | -7.6% | +6.1% | -0.8% |
| 30D | -1.8% | -13.6% | +11.8% | -0.7% |
| 3M | +21.6% | +2.8% | +18.7% | +20.9% |
| 6M | +22.5% | +34.5% | -12.0% | +18.0% |
| YTD | +28.1% | +41.0% | -12.9% | +22.3% |
| 1Y | +37.0% | +52.0% | -15.0% | +29.0% |
| All | +140.0% | +99.7% | +40.3% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 3y: compounded portfolio wealth divided by compounded TNA 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…
3y analysis · Full analysis span regression · 6 months rolling