+13,634.3%
TSM vs TRV
+1,697.3%
+11,937.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.4% |
| 7D | +2.7% | -0.1% | +2.9% | +2.8% |
| 30D | +3.6% | -3.4% | +7.0% | +5.0% |
| 3M | -3.4% | +26.4% | -29.8% | -13.6% |
| 6M | +20.6% | +19.3% | +1.3% | +10.2% |
| YTD | +41.9% | +28.3% | +13.5% | +25.3% |
| 1Y | +84.4% | +34.3% | +50.1% | +59.0% |
| 3Y | +380.2% | +140.1% | +240.1% | +209.6% |
| 5Y | +275.3% | +155.7% | +119.6% | +129.0% |
| 10Y | +1,751.4% | +285.5% | +1,465.8% | +777.8% |
| All | +13,634.3% | +1,697.3% | +11,937.0% | +3,122.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling