+34.3%
TRV vs ACI
-32.3%
+66.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -0.1% | +0.2% | -0.3% | -0.2% |
| 30D | -3.4% | +5.9% | -9.3% | -3.8% |
| 3M | +26.4% | -19.8% | +46.2% | +28.4% |
| 6M | +19.3% | -24.7% | +44.0% | +21.9% |
| YTD | +28.3% | -24.4% | +52.7% | +30.6% |
| 1Y | +34.3% | -31.5% | +65.8% | +42.1% |
| All | +34.3% | -32.3% | +66.6% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling