+2,926.4%
V vs TRV
+1,084.4%
+1,842.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.3% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | +2.0% | -3.4% | +5.4% | +3.7% |
| 3M | +17.4% | +26.4% | -9.0% | +3.9% |
| 6M | +17.5% | +19.3% | -1.8% | +6.9% |
| YTD | +7.6% | +28.3% | -20.7% | -5.6% |
| 1Y | +7.7% | +34.3% | -26.6% | -7.7% |
| 3Y | +54.7% | +140.1% | -85.5% | -3.0% |
| 5Y | +73.0% | +155.7% | -82.7% | +3.1% |
| 10Y | +390.9% | +285.5% | +105.3% | +126.3% |
| All | +2,926.4% | +1,084.4% | +1,842.1% | +631.4% |
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