+1,391.3%
TRV vs TNA
+944.8%
+446.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.5% | +1.2% |
| 7D | +0.2% | -3.6% | +3.8% | +0.9% |
| 30D | -2.3% | -10.1% | +7.7% | -0.4% |
| 3M | +22.7% | +2.7% | +20.0% | +21.2% |
| 6M | +21.9% | +38.4% | -16.5% | +11.9% |
| YTD | +27.5% | +45.4% | -18.0% | +14.9% |
| 1Y | +36.2% | +55.9% | -19.7% | +19.7% |
| 3Y | +140.6% | +109.8% | +30.8% | +81.3% |
| 5Y | +154.5% | -22.5% | +177.0% | +114.4% |
| 10Y | +295.4% | +87.5% | +207.9% | +114.7% |
| All | +1,391.3% | +944.8% | +446.6% | +198.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling