+181.6%
TRV vs ACI
-41.9%
+223.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.8% |
| 7D | +0.1% | -0.5% | +0.5% | +0.1% |
| 30D | +8.0% | +4.9% | +3.1% | +7.3% |
| 3M | +9.3% | +11.1% | -1.8% | +7.7% |
| 6M | +36.2% | -14.9% | +51.1% | +38.2% |
| YTD | +40.6% | -19.6% | +60.2% | +43.4% |
| 1Y | +43.1% | -22.7% | +65.8% | +46.8% |
| 3Y | +149.6% | -31.2% | +180.9% | +159.4% |
| 5Y | +181.6% | -42.3% | +224.0% | +195.1% |
| All | +181.6% | -41.9% | +223.5% | +195.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling