+138.7%
TRV vs ACI
-45.1%
+183.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.6% |
| 7D | +0.2% | -5.0% | +5.2% | +0.8% |
| 30D | -2.3% | -2.3% | 0.0% | -2.1% |
| 3M | +22.7% | -23.2% | +45.9% | +26.3% |
| 6M | +21.9% | -29.5% | +51.4% | +27.0% |
| YTD | +27.5% | -28.6% | +56.1% | +32.2% |
| 1Y | +36.2% | -34.0% | +70.3% | +43.0% |
| All | +138.7% | -45.1% | +183.8% | +157.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling