+158.5%
TRV vs ACI
-44.6%
+203.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | -1.5% | -7.1% | +5.6% | -0.6% |
| 30D | -1.8% | -4.5% | +2.7% | -1.3% |
| 3M | +21.6% | -22.3% | +43.9% | +24.7% |
| 6M | +22.5% | -28.4% | +50.9% | +26.9% |
| YTD | +28.1% | -29.5% | +57.7% | +32.8% |
| 1Y | +37.0% | -34.2% | +71.3% | +43.2% |
| 3Y | +141.9% | -45.7% | +187.6% | +158.4% |
| 5Y | +158.5% | -40.8% | +199.3% | +171.3% |
| All | +158.5% | -44.6% | +203.1% | +171.3% |
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