-68.9%
U vs TRV
+154.6%
-223.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | 0.0% | -1.5% | +1.5% | +0.2% |
| 30D | -4.1% | -1.8% | -2.3% | -3.8% |
| 3M | +57.8% | +21.6% | +36.2% | +51.4% |
| 6M | +103.5% | +22.5% | +81.1% | +94.6% |
| YTD | -4.8% | +28.1% | -32.9% | -10.2% |
| 1Y | -2.4% | +37.0% | -39.4% | -9.9% |
| 3Y | +11.7% | +141.9% | -130.2% | -11.7% |
| 5Y | -68.9% | +158.5% | -227.4% | -76.5% |
| All | -68.9% | +154.6% | -223.5% | -76.5% |
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