+344.9%
TRV vs TPR
+364.3%
-19.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +2.0% | -0.3% | +2.3% | +2.1% |
| 30D | +6.7% | +15.1% | -8.4% | +3.7% |
| 3M | +9.4% | +3.5% | +5.8% | +8.4% |
| 6M | +37.7% | +0.4% | +37.3% | +36.3% |
| YTD | +40.6% | +4.6% | +36.0% | +37.0% |
| 1Y | +42.4% | +33.1% | +9.3% | +31.9% |
| 3Y | +148.1% | +396.0% | -247.9% | +66.1% |
| 5Y | +181.7% | +230.3% | -48.6% | +100.1% |
| All | +344.9% | +364.3% | -19.4% | +148.8% |
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