-39.0%
U vs TRV
+269.8%
-308.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -3.8% | -0.1% | -3.7% | -3.8% |
| 30D | +17.5% | -3.4% | +20.9% | +17.8% |
| 3M | +38.7% | +26.4% | +12.3% | +35.2% |
| 6M | +104.4% | +19.3% | +85.1% | +100.5% |
| YTD | -5.7% | +28.3% | -34.0% | -8.5% |
| 1Y | +3.7% | +34.3% | -30.6% | -0.3% |
| 3Y | +12.3% | +140.1% | -127.8% | +2.1% |
| 5Y | -68.8% | +155.7% | -224.5% | -71.4% |
| All | -39.0% | +269.8% | -308.8% | -39.5% |
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 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