+176.1%
TRV vs TPR
+255.4%
-79.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -0.3% | +14.2% | -14.5% | -1.7% |
| 30D | +9.6% | +17.1% | -7.5% | +7.6% |
| 3M | +2.7% | -17.7% | +20.4% | +4.6% |
| 6M | +32.0% | -10.2% | +42.2% | +32.8% |
| YTD | +37.8% | +4.9% | +32.9% | +35.7% |
| 1Y | +45.2% | +36.1% | +9.1% | +38.6% |
| 3Y | +145.3% | +416.5% | -271.2% | +93.8% |
| All | +176.1% | +255.4% | -79.3% | +129.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling