+36.0%
TSM vs TRV
+54.4%
-18.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -0.2% |
| 7D | -10.0% | +3.9% | -13.8% | -7.9% |
| 30D | -18.5% | +13.5% | -32.0% | -12.2% |
| 3M | -4.9% | +8.9% | -13.8% | +0.4% |
| 6M | -1.0% | +36.8% | -37.7% | +19.3% |
| YTD | +31.3% | +42.7% | -11.4% | +61.4% |
| 1Y | +36.0% | +49.9% | -13.8% | +72.6% |
| All | +36.0% | +54.4% | -18.4% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 1y: compounded portfolio wealth divided by compounded TRV 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…
1y analysis · Full analysis span regression · 6 months rolling