+330.4%
TSM vs TRV
+149.8%
+180.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +6.2% | +2.0% | +4.2% | +6.5% |
| 30D | -7.3% | +6.7% | -14.0% | -6.4% |
| 3M | -7.1% | +9.4% | -16.5% | -5.9% |
| 6M | +0.2% | +37.7% | -37.5% | +3.1% |
| YTD | +32.2% | +40.6% | -8.3% | +36.1% |
| 1Y | +42.8% | +42.4% | +0.4% | +46.9% |
| 3Y | +330.4% | +148.1% | +182.3% | +402.6% |
| All | +330.4% | +149.8% | +180.6% | +402.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling