+344.9%
TRV vs TT
+725.1%
-380.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.5% |
| 7D | +2.0% | +4.0% | -2.0% | +0.6% |
| 30D | +6.7% | -11.3% | +18.0% | +10.9% |
| 3M | +9.4% | -12.3% | +21.6% | +13.9% |
| 6M | +37.7% | -10.8% | +48.6% | +41.6% |
| YTD | +40.6% | +8.2% | +32.4% | +32.9% |
| 1Y | +42.4% | +1.5% | +41.0% | +37.9% |
| 3Y | +148.1% | +91.5% | +56.6% | +77.0% |
| 5Y | +181.7% | +130.2% | +51.5% | +79.7% |
| All | +344.9% | +725.1% | -380.2% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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