+1,757.1%
TSM vs TRV
+298.6%
+1,458.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | +2.6% | -1.5% | +4.1% | +3.0% |
| 30D | +1.4% | -1.8% | +3.2% | +1.8% |
| 3M | +5.0% | +21.6% | -16.6% | -0.8% |
| 6M | +24.0% | +22.5% | +1.5% | +16.6% |
| YTD | +41.6% | +28.1% | +13.4% | +31.3% |
| 1Y | +66.2% | +37.0% | +29.1% | +50.7% |
| 3Y | +398.2% | +141.9% | +256.3% | +266.7% |
| 5Y | +277.6% | +158.5% | +119.1% | +164.6% |
| All | +1,757.1% | +298.6% | +1,458.5% | +1,009.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling