+411.2%
TSM vs TRV
+139.5%
+271.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.2% |
| 7D | +6.0% | +0.5% | +5.6% | +6.1% |
| 30D | +4.5% | -4.9% | +9.4% | +4.0% |
| 3M | +3.1% | +23.7% | -20.6% | +4.8% |
| 6M | +30.2% | +20.3% | +9.9% | +32.3% |
| YTD | +45.2% | +27.1% | +18.2% | +47.7% |
| 1Y | +79.6% | +35.3% | +44.2% | +82.5% |
| All | +411.2% | +139.5% | +271.7% | +464.8% |
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