+2.6%
TSM vs TRV
+36.3%
-33.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -1.3% |
| 7D | +14.8% | +0.1% | +14.8% | +15.0% |
| 30D | -8.9% | +8.0% | -16.9% | -3.9% |
| 3M | -5.3% | +9.3% | -14.6% | +0.9% |
| 6M | +2.6% | +36.2% | -33.6% | +33.4% |
| All | +2.6% | +36.3% | -33.7% | +33.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling