+3,297.7%
V vs TRV
+1,197.3%
+2,100.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -1.7% |
| 7D | -0.4% | +0.1% | -0.4% | -0.4% |
| 30D | +6.3% | +8.0% | -1.7% | +2.4% |
| 3M | +17.2% | +9.3% | +7.9% | +12.1% |
| 6M | +29.2% | +36.2% | -7.0% | +10.3% |
| YTD | +20.8% | +40.6% | -19.8% | +1.3% |
| 1Y | +25.0% | +43.1% | -18.1% | +3.9% |
| 3Y | +75.3% | +149.6% | -74.3% | +8.1% |
| 5Y | +105.8% | +181.6% | -75.8% | +16.9% |
| 10Y | +451.9% | +352.5% | +99.4% | +135.2% |
| All | +3,297.7% | +1,197.3% | +2,100.5% | +684.9% |
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