+1,376.0%
TRV vs TPR
+7,380.8%
-6,004.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -0.1% | -2.3% | +2.2% | +0.4% |
| 30D | -3.4% | -23.0% | +19.5% | +2.2% |
| 3M | +26.4% | -12.5% | +38.9% | +29.4% |
| 6M | +19.3% | -21.4% | +40.7% | +24.6% |
| YTD | +28.3% | -3.5% | +31.8% | +27.1% |
| 1Y | +34.3% | +17.4% | +16.9% | +26.2% |
| 3Y | +140.1% | +291.3% | -151.1% | +61.0% |
| 5Y | +155.7% | +241.9% | -86.2% | +69.6% |
| 10Y | +285.5% | +322.7% | -37.1% | +113.3% |
| All | +1,376.0% | +7,380.8% | -6,004.8% | +282.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling