+35.5%
TRV vs TPR
-0.6%
+36.1%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.2% |
| 7D | -2.4% | +6.4% | -8.8% | -2.8% |
| 30D | +7.5% | +13.8% | -6.3% | +6.3% |
| 3M | +6.7% | -16.6% | +23.3% | +6.0% |
| 6M | +35.5% | +0.7% | +34.8% | +35.3% |
| All | +35.5% | -0.6% | +36.1% | +35.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling