+293.8%
TRV vs ATI
+1,155.5%
-861.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +1.2% |
| 7D | -1.5% | -2.7% | +1.2% | -1.0% |
| 30D | -1.8% | -13.5% | +11.7% | +0.6% |
| 3M | +21.6% | +8.5% | +13.1% | +19.2% |
| 6M | +22.5% | +25.2% | -2.7% | +16.4% |
| YTD | +28.1% | +73.4% | -45.3% | +14.5% |
| 1Y | +37.0% | +160.5% | -123.5% | +13.1% |
| 3Y | +141.9% | +347.3% | -205.4% | +73.3% |
| 5Y | +158.5% | +1,049.0% | -890.5% | +48.7% |
| All | +293.8% | +1,155.5% | -861.7% | +101.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling