+36.3%
TRV vs CI
-5.4%
+41.7%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +0.2% | -1.1% | +1.3% | +0.3% |
| 30D | -2.3% | +0.5% | -2.8% | -2.4% |
| 3M | +22.7% | -5.2% | +27.9% | +23.4% |
| 6M | +21.9% | +4.3% | +17.6% | +21.2% |
| YTD | +27.5% | +2.8% | +24.7% | +26.7% |
| All | +36.3% | -5.4% | +41.7% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling