+302.0%
TRV vs CI
+144.2%
+157.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.1% | +2.1% |
| 7D | +1.9% | -0.1% | +2.0% | +2.0% |
| 30D | +1.7% | +1.8% | -0.1% | +1.1% |
| 3M | +23.9% | -4.2% | +28.1% | +25.2% |
| 6M | +26.3% | +8.8% | +17.4% | +22.3% |
| YTD | +30.8% | +3.7% | +27.1% | +28.3% |
| 1Y | +36.3% | -6.1% | +42.5% | +36.6% |
| 3Y | +145.0% | +4.5% | +140.5% | +131.5% |
| 5Y | +163.9% | +50.5% | +113.3% | +115.0% |
| All | +302.0% | +144.2% | +157.9% | +210.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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