+741.5%
TRV vs INDA
+111.6%
+629.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.3% |
| 7D | +0.5% | -1.0% | +1.5% | +0.9% |
| 30D | -4.9% | -2.5% | -2.3% | -3.9% |
| 3M | +23.7% | +4.0% | +19.8% | +21.7% |
| 6M | +20.3% | -1.8% | +22.1% | +20.8% |
| YTD | +27.1% | -9.2% | +36.2% | +31.6% |
| 1Y | +35.3% | -7.2% | +42.5% | +38.7% |
| 3Y | +139.8% | +9.8% | +130.0% | +127.8% |
| 5Y | +153.9% | +7.5% | +146.4% | +141.6% |
| 10Y | +285.9% | +80.8% | +205.1% | +188.4% |
| All | +741.5% | +111.6% | +629.8% | +488.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 all: compounded portfolio wealth divided by compounded INDA 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…
all analysis · Full analysis span regression · 6 months rolling