+344.9%
TRV vs CI
+145.6%
+199.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.5% |
| 7D | +0.1% | -1.7% | +1.8% | +0.6% |
| 30D | +8.0% | +4.9% | +3.1% | +6.4% |
| 3M | +9.3% | +7.4% | +1.9% | +6.8% |
| 6M | +36.2% | +0.4% | +35.8% | +35.4% |
| YTD | +40.6% | +9.5% | +31.1% | +35.4% |
| 1Y | +43.1% | +12.0% | +31.1% | +36.8% |
| 3Y | +149.6% | +7.1% | +142.5% | +134.3% |
| 5Y | +181.6% | +49.3% | +132.3% | +129.9% |
| All | +344.9% | +145.6% | +199.3% | +242.4% |
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