+66.2%
TSM vs TRV
+38.0%
+28.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.4% |
| 7D | +2.6% | -1.5% | +4.1% | +1.9% |
| 30D | +1.4% | -1.8% | +3.2% | +0.6% |
| 3M | +5.0% | +21.6% | -16.6% | +15.4% |
| 6M | +24.0% | +22.5% | +1.5% | +37.4% |
| YTD | +41.6% | +28.1% | +13.4% | +59.9% |
| 1Y | +66.2% | +37.0% | +29.1% | +94.6% |
| All | +66.2% | +38.0% | +28.2% | +94.6% |
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