+49.9%
TRV vs ATI
+86.4%
-36.6%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.5% |
| 7D | +3.9% | +8.3% | -4.5% | +4.2% |
| 30D | +13.5% | -7.3% | +20.7% | +13.1% |
| 3M | +8.9% | -10.5% | +19.4% | +8.6% |
| 6M | +36.8% | +16.4% | +20.4% | +36.2% |
| YTD | +42.7% | +56.1% | -13.4% | +42.6% |
| 1Y | +49.9% | +86.5% | -36.7% | +46.9% |
| All | +49.9% | +86.4% | -36.6% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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