+285.0%
TSM vs TRV
+154.4%
+130.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.8% |
| 7D | +4.8% | +0.2% | +4.6% | +4.8% |
| 30D | +4.0% | -2.3% | +6.4% | +4.0% |
| 3M | +2.0% | +22.7% | -20.7% | +1.2% |
| 6M | +25.5% | +21.9% | +3.6% | +24.5% |
| YTD | +44.0% | +27.5% | +16.5% | +42.4% |
| 1Y | +75.4% | +36.2% | +39.2% | +72.3% |
| 3Y | +406.7% | +140.6% | +266.2% | +360.2% |
| 5Y | +285.0% | +154.5% | +130.5% | +239.7% |
| All | +285.0% | +154.4% | +130.5% | +239.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling