+49.9%
TRV vs ACI
-18.4%
+68.3%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | 0.0% | +3.2% |
| 7D | +3.9% | +4.5% | -0.6% | +3.4% |
| 30D | +13.5% | +20.9% | -7.4% | +11.6% |
| 3M | +8.9% | +15.2% | -6.4% | +7.5% |
| 6M | +36.8% | -13.3% | +50.1% | +37.5% |
| YTD | +42.7% | -16.2% | +58.9% | +43.1% |
| 1Y | +49.9% | -16.9% | +66.7% | +50.4% |
| All | +49.9% | -18.4% | +68.3% | +50.4% |
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