+295.4%
TRV vs TPR
+299.5%
-4.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +1.0% |
| 7D | +0.2% | -7.3% | +7.5% | +1.7% |
| 30D | -2.3% | -30.7% | +28.4% | +4.5% |
| 3M | +22.7% | -21.6% | +44.3% | +27.9% |
| 6M | +21.9% | -21.3% | +43.3% | +26.4% |
| YTD | +27.5% | -10.2% | +37.6% | +28.2% |
| 1Y | +36.2% | +9.5% | +26.7% | +30.9% |
| 3Y | +140.6% | +280.8% | -140.2% | +70.3% |
| 5Y | +154.5% | +218.7% | -64.2% | +80.5% |
| 10Y | +295.4% | +306.7% | -11.2% | +122.9% |
| All | +295.4% | +299.5% | -4.0% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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