+146.7%
TRV vs TPR
+389.0%
-242.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -0.3% | +14.2% | -14.5% | -1.4% |
| 30D | +9.6% | +17.1% | -7.5% | +8.1% |
| 3M | +2.7% | -17.7% | +20.4% | +4.0% |
| 6M | +32.0% | -10.2% | +42.2% | +32.5% |
| YTD | +37.8% | +4.9% | +32.9% | +36.1% |
| 1Y | +45.2% | +36.1% | +9.1% | +40.1% |
| All | +146.7% | +389.0% | -242.4% | +136.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling