+6,477.2%
TRV vs TT
+16,138.6%
-9,661.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.6% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | -3.4% | -7.2% | +3.7% | -1.1% |
| 3M | +26.4% | -3.0% | +29.4% | +26.9% |
| 6M | +19.3% | +1.4% | +17.9% | +17.5% |
| YTD | +28.3% | +15.9% | +12.4% | +20.5% |
| 1Y | +34.3% | +9.4% | +24.9% | +28.1% |
| 3Y | +140.1% | +124.4% | +15.8% | +75.8% |
| 5Y | +155.7% | +138.0% | +17.7% | +80.1% |
| 10Y | +285.5% | +886.4% | -600.8% | +67.5% |
| All | +6,477.2% | +16,138.6% | -9,661.4% | +1,161.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling