+293.8%
TRV vs ICE
+217.4%
+76.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.7% |
| 7D | -1.5% | -5.3% | +3.9% | +1.1% |
| 30D | -1.8% | +3.0% | -4.8% | -3.3% |
| 3M | +21.6% | +11.4% | +10.1% | +14.8% |
| 6M | +22.5% | -2.0% | +24.5% | +22.9% |
| YTD | +28.1% | -3.1% | +31.3% | +28.3% |
| 1Y | +37.0% | -8.4% | +45.4% | +40.9% |
| 3Y | +141.9% | +40.7% | +101.2% | +98.1% |
| 5Y | +158.5% | +40.0% | +118.6% | +107.0% |
| All | +293.8% | +217.4% | +76.4% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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