+67.7%
V vs TRV
+154.4%
-86.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.5% |
| 7D | -2.9% | +0.2% | -3.1% | -3.0% |
| 30D | +1.9% | -2.3% | +4.2% | +2.8% |
| 3M | +13.2% | +22.7% | -9.5% | +4.2% |
| 6M | +16.7% | +21.9% | -5.2% | +7.5% |
| YTD | +5.4% | +27.5% | -22.1% | -4.7% |
| 1Y | +7.7% | +36.2% | -28.6% | -5.2% |
| 3Y | +52.0% | +140.6% | -88.6% | +6.6% |
| 5Y | +67.7% | +154.5% | -86.8% | +10.6% |
| All | +67.7% | +154.4% | -86.7% | +10.6% |
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