+42.4%
TRV vs ACI
-23.3%
+65.8%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +2.0% | +2.3% | -0.2% | +1.8% |
| 30D | +6.7% | +1.2% | +5.5% | +6.6% |
| 3M | +9.4% | +6.8% | +2.6% | +8.7% |
| 6M | +37.7% | -18.7% | +56.4% | +39.2% |
| YTD | +40.6% | -20.2% | +60.8% | +41.5% |
| 1Y | +42.4% | -23.7% | +66.2% | +44.9% |
| All | +42.4% | -23.3% | +65.8% | +44.9% |
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